PTC Inc (PTC)

187.56 +0.43 (+0.23%) USD  |  NASDAQ  |  Dec 20, 16:00
183.90 -3.66 (-1.95%) Pre-Market: 20:00
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PTC Max Drawdown (5Y): 54.37% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Adobe Inc 60.02%
Ansys Inc 51.28%
Microsoft Corp 37.14%
Tyler Technologies Inc 47.85%
Varonis Systems Inc 78.19%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.256
Beta (5Y) 1.161
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.40%
Historical Sharpe Ratio (5Y) 0.5789
Historical Sortino (5Y) 0.8103
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.72%