MicroStrategy Inc (MSTR)
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Nov 05, 10:29
MicroStrategy Max Drawdown (5Y): 89.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.27% |
| September 30, 2024 | 89.27% |
| August 31, 2024 | 89.27% |
| July 31, 2024 | 89.27% |
| June 30, 2024 | 89.27% |
| May 31, 2024 | 89.27% |
| April 30, 2024 | 89.27% |
| March 31, 2024 | 89.27% |
| February 29, 2024 | 89.27% |
| January 31, 2024 | 89.27% |
| December 31, 2023 | 89.27% |
| November 30, 2023 | 89.27% |
| October 31, 2023 | 89.27% |
| September 30, 2023 | 89.27% |
| August 31, 2023 | 89.27% |
| July 31, 2023 | 89.27% |
| June 30, 2023 | 89.27% |
| May 31, 2023 | 89.27% |
| April 30, 2023 | 89.27% |
| March 31, 2023 | 89.27% |
| February 28, 2023 | 89.27% |
| January 31, 2023 | 89.27% |
| December 31, 2022 | 89.27% |
| November 30, 2022 | 88.05% |
| October 31, 2022 | 88.05% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.05% |
| August 31, 2022 | 88.05% |
| July 31, 2022 | 88.05% |
| June 30, 2022 | 88.05% |
| May 31, 2022 | 86.79% |
| April 30, 2022 | 74.90% |
| March 31, 2022 | 74.90% |
| February 28, 2022 | 74.90% |
| January 31, 2022 | 74.90% |
| December 31, 2021 | 64.61% |
| November 30, 2021 | 64.61% |
| October 31, 2021 | 64.61% |
| September 30, 2021 | 64.61% |
| August 31, 2021 | 64.61% |
| July 31, 2021 | 64.61% |
| June 30, 2021 | 64.61% |
| May 31, 2021 | 64.61% |
| April 30, 2021 | 58.39% |
| March 31, 2021 | 58.39% |
| February 28, 2021 | 58.39% |
| January 31, 2021 | 58.39% |
| December 31, 2020 | 58.39% |
| November 30, 2020 | 58.39% |
| October 31, 2020 | 58.39% |
| September 30, 2020 | 58.39% |
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
47.39%
Minimum
Nov 2019
89.27%
Maximum
Dec 2022
74.86%
Average
80.85%
Median
Max Drawdown (5Y) Benchmarks
| Microsoft Corp | 37.14% |
| Salesforce Inc | 58.62% |
| Oracle Corp | 40.36% |
| Block Inc | 86.08% |
| Uber Technologies Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 32.27 |
| Beta (5Y) | 3.050 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 113.0% |
| Historical Sharpe Ratio (5Y) | 0.6338 |
| Historical Sortino (5Y) | 1.773 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.92% |