Model N Inc (DELISTED) (MODN:DL)
30.00
+0.03
(+0.10%)
USD |
NYSE |
Jun 26, 16:00
Model N Max Drawdown (5Y): 54.76% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 54.76% |
May 31, 2024 | 54.76% |
April 30, 2024 | 54.76% |
March 31, 2024 | 54.76% |
February 29, 2024 | 54.76% |
January 31, 2024 | 54.76% |
December 31, 2023 | 54.76% |
November 30, 2023 | 54.76% |
October 31, 2023 | 54.76% |
September 30, 2023 | 54.76% |
August 31, 2023 | 54.76% |
July 31, 2023 | 54.76% |
June 30, 2023 | 54.76% |
May 31, 2023 | 54.76% |
April 30, 2023 | 54.76% |
March 31, 2023 | 54.76% |
February 28, 2023 | 54.76% |
January 31, 2023 | 54.76% |
December 31, 2022 | 54.76% |
November 30, 2022 | 54.76% |
October 31, 2022 | 54.76% |
September 30, 2022 | 54.76% |
August 31, 2022 | 54.76% |
July 31, 2022 | 54.76% |
June 30, 2022 | 54.76% |
Date | Value |
---|---|
May 31, 2022 | 54.76% |
April 30, 2022 | 54.76% |
March 31, 2022 | 54.76% |
February 28, 2022 | 56.34% |
January 31, 2022 | 58.57% |
December 31, 2021 | 59.99% |
November 30, 2021 | 64.66% |
October 31, 2021 | 65.68% |
September 30, 2021 | 66.90% |
August 31, 2021 | 70.15% |
July 31, 2021 | 70.15% |
June 30, 2021 | 70.15% |
May 31, 2021 | 70.15% |
April 30, 2021 | 70.15% |
March 31, 2021 | 70.15% |
February 28, 2021 | 70.15% |
January 31, 2021 | 70.15% |
December 31, 2020 | 70.15% |
November 30, 2020 | 70.15% |
October 31, 2020 | 70.15% |
September 30, 2020 | 70.15% |
August 31, 2020 | 70.15% |
July 31, 2020 | 70.15% |
June 30, 2020 | 70.15% |
May 31, 2020 | 70.15% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
54.76%
Minimum
Mar 2022
70.15%
Maximum
Oct 2019
61.74%
Average
56.34%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
Perficient Inc | 71.31% |
MongoDB Inc | 76.52% |
Webtoon Entertainment Inc | -- |
Castellum Inc | 99.58% |
BM Technologies Inc | 91.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.707 |
Beta (5Y) | 0.6635 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.97% |
Historical Sharpe Ratio (5Y) | 0.1632 |
Historical Sortino (5Y) | 0.2634 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.49% |