Synopsys Inc (SNPS)
518.40
+4.79
(+0.93%)
USD |
NASDAQ |
Nov 01, 16:00
518.41
+0.01
(+0.00%)
After-Hours: 20:00
Synopsys Max Drawdown (5Y): 34.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.25% |
| September 30, 2024 | 34.25% |
| August 31, 2024 | 34.25% |
| July 31, 2024 | 34.25% |
| June 30, 2024 | 34.25% |
| May 31, 2024 | 34.25% |
| April 30, 2024 | 34.25% |
| March 31, 2024 | 34.25% |
| February 29, 2024 | 34.25% |
| January 31, 2024 | 34.25% |
| December 31, 2023 | 34.25% |
| November 30, 2023 | 34.25% |
| October 31, 2023 | 34.25% |
| September 30, 2023 | 34.25% |
| August 31, 2023 | 34.25% |
| July 31, 2023 | 34.25% |
| June 30, 2023 | 34.25% |
| May 31, 2023 | 34.25% |
| April 30, 2023 | 34.25% |
| March 31, 2023 | 34.25% |
| February 28, 2023 | 34.25% |
| January 31, 2023 | 34.25% |
| December 31, 2022 | 34.25% |
| November 30, 2022 | 34.25% |
| October 31, 2022 | 34.25% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.25% |
| August 31, 2022 | 34.25% |
| July 31, 2022 | 34.25% |
| June 30, 2022 | 34.25% |
| May 31, 2022 | 34.25% |
| April 30, 2022 | 34.25% |
| March 31, 2022 | 34.25% |
| February 28, 2022 | 34.25% |
| January 31, 2022 | 34.25% |
| December 31, 2021 | 34.25% |
| November 30, 2021 | 34.25% |
| October 31, 2021 | 34.25% |
| September 30, 2021 | 34.25% |
| August 31, 2021 | 34.25% |
| July 31, 2021 | 34.25% |
| June 30, 2021 | 34.25% |
| May 31, 2021 | 34.25% |
| April 30, 2021 | 34.25% |
| March 31, 2021 | 34.25% |
| February 28, 2021 | 34.25% |
| January 31, 2021 | 34.25% |
| December 31, 2020 | 34.25% |
| November 30, 2020 | 34.25% |
| October 31, 2020 | 34.25% |
| September 30, 2020 | 34.25% |
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
22.93%
Minimum
Nov 2019
34.25%
Maximum
Mar 2020
33.50%
Average
34.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Snowflake Inc | -- |
| Ansys Inc | 51.28% |
| Cadence Design Systems Inc | 32.12% |
| Zoom Video Communications Inc | 90.27% |
| Intuit Inc | 49.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.21 |
| Beta (5Y) | 1.078 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.72% |
| Historical Sharpe Ratio (5Y) | 0.8341 |
| Historical Sortino (5Y) | 1.410 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.78% |