PTC Inc (PTC)
186.38
+1.35
(+0.73%)
USD |
NASDAQ |
Nov 04, 13:09
PTC Max Drawdown (5Y): 54.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.37% |
| September 30, 2024 | 54.37% |
| August 31, 2024 | 54.37% |
| July 31, 2024 | 54.37% |
| June 30, 2024 | 54.37% |
| May 31, 2024 | 54.37% |
| April 30, 2024 | 54.37% |
| March 31, 2024 | 54.37% |
| February 29, 2024 | 54.37% |
| January 31, 2024 | 54.37% |
| December 31, 2023 | 54.37% |
| November 30, 2023 | 54.37% |
| October 31, 2023 | 54.37% |
| September 30, 2023 | 54.37% |
| August 31, 2023 | 54.37% |
| July 31, 2023 | 54.37% |
| June 30, 2023 | 54.37% |
| May 31, 2023 | 54.37% |
| April 30, 2023 | 54.37% |
| March 31, 2023 | 54.37% |
| February 28, 2023 | 54.37% |
| January 31, 2023 | 54.37% |
| December 31, 2022 | 54.37% |
| November 30, 2022 | 54.37% |
| October 31, 2022 | 54.37% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.37% |
| August 31, 2022 | 54.37% |
| July 31, 2022 | 54.37% |
| June 30, 2022 | 54.37% |
| May 31, 2022 | 54.37% |
| April 30, 2022 | 54.37% |
| March 31, 2022 | 54.37% |
| February 28, 2022 | 54.37% |
| January 31, 2022 | 54.37% |
| December 31, 2021 | 54.37% |
| November 30, 2021 | 54.37% |
| October 31, 2021 | 54.37% |
| September 30, 2021 | 54.37% |
| August 31, 2021 | 54.37% |
| July 31, 2021 | 54.37% |
| June 30, 2021 | 54.37% |
| May 31, 2021 | 54.37% |
| April 30, 2021 | 54.37% |
| March 31, 2021 | 54.37% |
| February 28, 2021 | 54.37% |
| January 31, 2021 | 54.37% |
| December 31, 2020 | 54.37% |
| November 30, 2020 | 54.37% |
| October 31, 2020 | 54.37% |
| September 30, 2020 | 54.37% |
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
40.95%
Minimum
Nov 2019
54.37%
Maximum
Mar 2020
53.48%
Average
54.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Adobe Inc | 60.02% |
| Ansys Inc | 51.28% |
| Tyler Technologies Inc | 47.85% |
| Procore Technologies Inc | -- |
| Cadence Design Systems Inc | 32.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.100 |
| Beta (5Y) | 1.173 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.49% |
| Historical Sharpe Ratio (5Y) | 0.6228 |
| Historical Sortino (5Y) | 0.8743 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.72% |