Strategy (MSTR)
288.38
-1.03
(-0.36%)
USD |
NASDAQ |
Mar 31, 14:08
Strategy Max Drawdown (5Y): 89.27% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Microsoft Corp | 37.14% |
| Uber Technologies Inc | 68.05% |
| Oracle Corp | 40.36% |
| Cloudflare Inc | 82.58% |
| Adobe Inc | 60.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 29.40 |
| Beta (5Y) | 3.359 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 116.5% |
| Historical Sharpe Ratio (5Y) | 0.6648 |
| Historical Sortino (5Y) | 1.934 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.58% |