Oracle Corp (ORCL)
118.67
-1.95
(-1.62%)
USD |
NYSE |
Apr 17, 16:00
Oracle Max Drawdown (5Y): 40.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 40.36% |
| February 29, 2024 | 40.36% |
| January 31, 2024 | 40.36% |
| December 31, 2023 | 40.36% |
| November 30, 2023 | 40.36% |
| October 31, 2023 | 40.36% |
| September 30, 2023 | 40.36% |
| August 31, 2023 | 40.36% |
| July 31, 2023 | 40.36% |
| June 30, 2023 | 40.36% |
| May 31, 2023 | 40.36% |
| April 30, 2023 | 40.36% |
| March 31, 2023 | 40.36% |
| February 28, 2023 | 40.36% |
| January 31, 2023 | 40.36% |
| December 31, 2022 | 40.36% |
| November 30, 2022 | 40.36% |
| October 31, 2022 | 40.36% |
| September 30, 2022 | 40.36% |
| August 31, 2022 | 37.73% |
| July 31, 2022 | 37.73% |
| June 30, 2022 | 37.73% |
| May 31, 2022 | 34.83% |
| April 30, 2022 | 32.97% |
| March 31, 2022 | 32.97% |
| Date | Value |
|---|---|
| February 28, 2022 | 32.97% |
| January 31, 2022 | 32.97% |
| December 31, 2021 | 32.97% |
| November 30, 2021 | 32.97% |
| October 31, 2021 | 32.97% |
| September 30, 2021 | 32.97% |
| August 31, 2021 | 32.97% |
| July 31, 2021 | 32.97% |
| June 30, 2021 | 32.97% |
| May 31, 2021 | 32.97% |
| April 30, 2021 | 32.97% |
| March 31, 2021 | 32.97% |
| February 28, 2021 | 32.97% |
| January 31, 2021 | 32.97% |
| December 31, 2020 | 32.97% |
| November 30, 2020 | 32.97% |
| October 31, 2020 | 32.97% |
| September 30, 2020 | 32.97% |
| August 31, 2020 | 32.97% |
| July 31, 2020 | 32.97% |
| June 30, 2020 | 32.97% |
| May 31, 2020 | 32.97% |
| April 30, 2020 | 32.97% |
| March 31, 2020 | 32.97% |
| February 29, 2020 | 25.24% |
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
25.24%
Minimum
Apr 2019
40.36%
Maximum
Sep 2022
34.17%
Average
32.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Adobe Inc | 60.02% |
| Salesforce Inc | 58.62% |
| Microsoft Corp | 37.14% |
| Uber Technologies Inc | -- |
| Workday Inc | 55.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.258 |
| Beta (5Y) | 1.012 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.37% |
| Historical Sharpe Ratio (5Y) | 0.6748 |
| Historical Sortino (5Y) | 1.175 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.30% |