Smartsheet Inc (SMAR)
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Nov 21, 16:00
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Smartsheet Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Adobe Inc | 60.02% |
| Asana Inc | -- |
| DocuSign Inc | -- |
| Guidewire Software Inc | 60.28% |
| Manhattan Associates Inc | 57.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.539 |
| Beta (5Y) | 0.7453 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.46% |
| Historical Sharpe Ratio (5Y) | 0.1094 |
| Historical Sortino (5Y) | 0.1884 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.82% |