Okta Inc (OKTA)
101.73
+10.34
(+11.31%)
USD |
NASDAQ |
Apr 09, 16:00
99.25
-2.48
(-2.44%)
After-Hours: 07:41
Okta Max Drawdown (5Y): 84.57% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| CrowdStrike Holdings Inc | 67.69% |
| Microsoft Corp | 37.14% |
| Rapid7 Inc | 81.08% |
| Box Inc | 50.26% |
| Agilysys Inc | 61.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.64 |
| Beta (5Y) | 1.068 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.79% |
| Historical Sharpe Ratio (5Y) | -0.1117 |
| Historical Sortino (5Y) | -0.1618 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.42% |