Okta Inc (OKTA)
98.57
-0.68
(-0.69%)
USD |
NASDAQ |
May 07, 16:00
98.57
0.00 (0.00%)
After-Hours: 17:04
Okta Max Drawdown (5Y): 84.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 35.53% |
| July 31, 2020 | 35.53% |
| June 30, 2020 | 35.53% |
| May 31, 2020 | 35.53% |
| April 30, 2020 | 35.53% |
| March 31, 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
May 2019
84.57%
Maximum
Nov 2022
55.22%
Average
35.53%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Snowflake Inc | -- |
| Salesforce Inc | 58.62% |
| C3.ai Inc | -- |
| CrowdStrike Holdings Inc | -- |
| Unity Software Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.21 |
| Beta (5Y) | 0.9822 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.40% |
| Historical Sharpe Ratio (5Y) | -0.0815 |
| Historical Sortino (5Y) | -0.1241 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.20% |