ServiceNow Inc (NOW)
1047.05
+24.07
(+2.35%)
USD |
NYSE |
Nov 21, 16:00
1044.34
-2.71
(-0.26%)
Pre-Market: 05:22
ServiceNow Max Drawdown (5Y): 51.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 51.30% |
September 30, 2024 | 51.30% |
August 31, 2024 | 51.30% |
July 31, 2024 | 51.30% |
June 30, 2024 | 51.30% |
May 31, 2024 | 51.30% |
April 30, 2024 | 51.30% |
March 31, 2024 | 51.30% |
February 29, 2024 | 51.30% |
January 31, 2024 | 51.30% |
December 31, 2023 | 51.30% |
November 30, 2023 | 51.30% |
October 31, 2023 | 51.30% |
September 30, 2023 | 51.30% |
August 31, 2023 | 51.30% |
July 31, 2023 | 51.30% |
June 30, 2023 | 51.30% |
May 31, 2023 | 51.30% |
April 30, 2023 | 51.30% |
March 31, 2023 | 51.30% |
February 28, 2023 | 51.30% |
January 31, 2023 | 51.30% |
December 31, 2022 | 51.30% |
November 30, 2022 | 51.30% |
October 31, 2022 | 51.30% |
Date | Value |
---|---|
September 30, 2022 | 47.26% |
August 31, 2022 | 41.25% |
July 31, 2022 | 41.25% |
June 30, 2022 | 41.25% |
May 31, 2022 | 41.25% |
April 30, 2022 | 35.02% |
March 31, 2022 | 30.97% |
February 28, 2022 | 30.97% |
January 31, 2022 | 30.97% |
December 31, 2021 | 30.23% |
November 30, 2021 | 30.23% |
October 31, 2021 | 30.23% |
September 30, 2021 | 30.23% |
August 31, 2021 | 30.23% |
July 31, 2021 | 30.23% |
June 30, 2021 | 30.23% |
May 31, 2021 | 30.23% |
April 30, 2021 | 30.23% |
March 31, 2021 | 31.38% |
February 28, 2021 | 38.89% |
January 31, 2021 | 47.62% |
December 31, 2020 | 47.62% |
November 30, 2020 | 47.62% |
October 31, 2020 | 47.62% |
September 30, 2020 | 47.62% |
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
30.23%
Minimum
Apr 2021
51.30%
Maximum
Oct 2022
44.65%
Average
47.62%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Palo Alto Networks Inc | 47.98% |
ePlus Inc | 56.46% |
Upland Software Inc | 96.36% |
Altair Engineering Inc | -- |
Red Violet Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 15.35 |
Beta (5Y) | 0.9847 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.64% |
Historical Sharpe Ratio (5Y) | 0.7872 |
Historical Sortino (5Y) | 1.336 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.15% |