MicroStrategy Inc (MSTR)
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Nov 21, 15:16
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% |
Oracle Corp | 40.36% |
Salesforce Inc | 58.62% |
CommVault Systems Inc | 61.24% |
Intuit Inc | 49.01% |
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% |