PTC Inc (PTC)
161.34
+1.50
(+0.94%)
USD |
NASDAQ |
Mar 24, 16:00
161.34
0.00 (0.00%)
After-Hours: 20:00
PTC Max Drawdown (5Y): 54.37% for Feb. 28, 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
| Adobe Inc | 60.02% |
| Autodesk Inc | 51.99% |
| Procore Technologies Inc | -- |
| Cadence Design Systems Inc | 32.12% |
| Gen Digital Inc | 48.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.263 |
| Beta (5Y) | 1.218 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.41% |
| Historical Sharpe Ratio (5Y) | 0.5168 |
| Historical Sortino (5Y) | 1.121 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.80% |