Cloudflare Inc (NET)
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+7.81
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NYSE |
Nov 21, 16:00
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Cloudflare Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| CrowdStrike Holdings Inc | -- |
| Datadog Inc | -- |
| Dropbox Inc | -- |
| Okta Inc | 84.57% |
| Jamf Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 22.55 |
| Beta (5Y) | 1.099 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.92% |
| Historical Sharpe Ratio (5Y) | 0.5255 |
| Historical Sortino (5Y) | 0.9377 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.01% |