PDF Solutions Inc (PDFS)
28.69
-0.07
(-0.24%)
USD |
NASDAQ |
Nov 04, 16:00
28.68
-0.02
(-0.05%)
After-Hours: 20:00
PDF Solutions Max Drawdown (5Y): 63.41% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.41% |
| September 30, 2024 | 63.41% |
| August 31, 2024 | 63.41% |
| July 31, 2024 | 63.41% |
| June 30, 2024 | 63.41% |
| May 31, 2024 | 63.41% |
| April 30, 2024 | 63.41% |
| March 31, 2024 | 63.41% |
| February 29, 2024 | 63.41% |
| January 31, 2024 | 63.41% |
| December 31, 2023 | 63.41% |
| November 30, 2023 | 63.41% |
| October 31, 2023 | 64.28% |
| September 30, 2023 | 67.47% |
| August 31, 2023 | 68.35% |
| July 31, 2023 | 70.73% |
| June 30, 2023 | 70.73% |
| May 31, 2023 | 70.73% |
| April 30, 2023 | 70.73% |
| March 31, 2023 | 70.73% |
| February 28, 2023 | 70.73% |
| January 31, 2023 | 70.73% |
| December 31, 2022 | 70.73% |
| November 30, 2022 | 70.73% |
| October 31, 2022 | 70.73% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.73% |
| August 31, 2022 | 70.73% |
| July 31, 2022 | 70.73% |
| June 30, 2022 | 70.73% |
| May 31, 2022 | 70.73% |
| April 30, 2022 | 70.73% |
| March 31, 2022 | 70.73% |
| February 28, 2022 | 70.73% |
| January 31, 2022 | 70.73% |
| December 31, 2021 | 70.73% |
| November 30, 2021 | 70.73% |
| October 31, 2021 | 70.73% |
| September 30, 2021 | 70.73% |
| August 31, 2021 | 70.73% |
| July 31, 2021 | 70.73% |
| June 30, 2021 | 70.73% |
| May 31, 2021 | 70.73% |
| April 30, 2021 | 70.73% |
| March 31, 2021 | 70.73% |
| February 28, 2021 | 70.73% |
| January 31, 2021 | 70.73% |
| December 31, 2020 | 70.73% |
| November 30, 2020 | 70.73% |
| October 31, 2020 | 70.73% |
| September 30, 2020 | 70.73% |
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
63.41%
Minimum
Nov 2023
70.73%
Maximum
Nov 2019
69.07%
Average
70.73%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Asure Software Inc | 73.56% |
| Digimarc Corp | 84.72% |
| Creative Realities Inc | 95.25% |
| Aspen Technology Inc | 46.10% |
| Matterport Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.686 |
| Beta (5Y) | 1.487 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.01% |
| Historical Sharpe Ratio (5Y) | 0.1981 |
| Historical Sortino (5Y) | 0.3717 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.22% |