Okta Inc (OKTA)
73.23
+1.34
(+1.86%)
USD |
NASDAQ |
Nov 01, 16:00
73.19
-0.04
(-0.05%)
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 | 67.69% |
| Salesforce Inc | 58.62% |
| Adobe Inc | 60.02% |
| Autodesk Inc | 51.99% |
| Datadog Inc | 68.11% |
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% |