Okta Inc (OKTA)
75.45
+1.76
(+2.39%)
USD |
NASDAQ |
Nov 21, 16:00
76.05
+0.60
(+0.80%)
After-Hours: 20:00
Okta Max Drawdown (5Y): 84.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 84.57% |
September 30, 2024 | 84.57% |
August 31, 2024 | 84.57% |
July 31, 2024 | 84.57% |
June 30, 2024 | 84.57% |
May 31, 2024 | 84.57% |
April 30, 2024 | 84.57% |
March 31, 2024 | 84.57% |
February 29, 2024 | 84.57% |
January 31, 2024 | 84.57% |
December 31, 2023 | 84.57% |
November 30, 2023 | 84.57% |
October 31, 2023 | 84.57% |
September 30, 2023 | 84.57% |
August 31, 2023 | 84.57% |
July 31, 2023 | 84.57% |
June 30, 2023 | 84.57% |
May 31, 2023 | 84.57% |
April 30, 2023 | 84.57% |
March 31, 2023 | 84.57% |
February 28, 2023 | 84.57% |
January 31, 2023 | 84.57% |
December 31, 2022 | 84.57% |
November 30, 2022 | 84.57% |
October 31, 2022 | 83.17% |
Date | Value |
---|---|
September 30, 2022 | 81.89% |
August 31, 2022 | 73.00% |
July 31, 2022 | 73.00% |
June 30, 2022 | 73.00% |
May 31, 2022 | 73.00% |
April 30, 2022 | 59.11% |
March 31, 2022 | 52.67% |
February 28, 2022 | 45.33% |
January 31, 2022 | 39.82% |
December 31, 2021 | 35.53% |
November 30, 2021 | 35.53% |
October 31, 2021 | 35.53% |
September 30, 2021 | 35.53% |
August 31, 2021 | 35.53% |
July 31, 2021 | 35.53% |
June 30, 2021 | 35.53% |
May 31, 2021 | 35.53% |
April 30, 2021 | 35.53% |
March 31, 2021 | 35.53% |
February 28, 2021 | 35.53% |
January 31, 2021 | 35.53% |
December 31, 2020 | 35.53% |
November 30, 2020 | 35.53% |
October 31, 2020 | 35.53% |
September 30, 2020 | 35.53% |
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
35.53%
Minimum
Nov 2019
84.57%
Maximum
Nov 2022
60.12%
Average
66.06%
Median
Max Drawdown (5Y) Benchmarks
CrowdStrike Holdings Inc | -- |
Salesforce Inc | 58.62% |
Adobe Inc | 60.02% |
Autodesk Inc | 51.99% |
Microsoft Corp | 37.14% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.47 |
Beta (5Y) | 1.016 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.99% |
Historical Sharpe Ratio (5Y) | -0.1993 |
Historical Sortino (5Y) | -0.3031 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.06% |