Qualys Inc (QLYS)
130.27
+2.36
(+1.84%)
USD |
NASDAQ |
Mar 24, 16:00
130.27
0.00 (0.00%)
After-Hours: 20:00
Qualys Max Drawdown (5Y): 42.09% 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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Median
Max Drawdown (5Y) Benchmarks
| Rapid7 Inc | 80.87% |
| Varonis Systems Inc | 78.19% |
| Five9 Inc | 87.13% |
| Box Inc | 68.56% |
| JFrog Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1481 |
| Beta (5Y) | 0.5588 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.49% |
| Historical Sharpe Ratio (5Y) | 0.215 |
| Historical Sortino (5Y) | 0.4006 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.72% |