Splunk Inc (DELISTED) (SPLK:DL)
156.90
0.00 (0.00%)
USD |
NASDAQ |
Mar 18, 16:00
Splunk Max Drawdown (5Y): 69.58% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 69.58% |
January 31, 2024 | 69.58% |
December 31, 2023 | 69.58% |
November 30, 2023 | 69.58% |
October 31, 2023 | 69.58% |
September 30, 2023 | 69.58% |
August 31, 2023 | 69.58% |
July 31, 2023 | 69.58% |
June 30, 2023 | 69.58% |
May 31, 2023 | 69.58% |
April 30, 2023 | 69.58% |
March 31, 2023 | 69.58% |
February 28, 2023 | 69.58% |
January 31, 2023 | 69.58% |
December 31, 2022 | 69.58% |
November 30, 2022 | 69.58% |
October 31, 2022 | 69.58% |
September 30, 2022 | 66.37% |
August 31, 2022 | 61.63% |
July 31, 2022 | 61.63% |
June 30, 2022 | 61.63% |
May 31, 2022 | 60.66% |
April 30, 2022 | 51.29% |
March 31, 2022 | 51.29% |
February 28, 2022 | 51.29% |
Date | Value |
---|---|
January 31, 2022 | 51.29% |
December 31, 2021 | 51.29% |
November 30, 2021 | 49.92% |
October 31, 2021 | 49.92% |
September 30, 2021 | 49.92% |
August 31, 2021 | 49.92% |
July 31, 2021 | 49.92% |
June 30, 2021 | 49.92% |
May 31, 2021 | 49.91% |
April 30, 2021 | 46.44% |
March 31, 2021 | 46.63% |
February 28, 2021 | 51.20% |
January 31, 2021 | 51.20% |
December 31, 2020 | 52.52% |
November 30, 2020 | 67.69% |
October 31, 2020 | 67.69% |
September 30, 2020 | 67.69% |
August 31, 2020 | 67.69% |
July 31, 2020 | 67.69% |
June 30, 2020 | 67.69% |
May 31, 2020 | 67.69% |
April 30, 2020 | 67.69% |
March 31, 2020 | 67.69% |
February 29, 2020 | 67.69% |
January 31, 2020 | 67.69% |
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
46.44%
Minimum
Apr 2021
69.58%
Maximum
Oct 2022
62.67%
Average
67.69%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Adobe Inc | 60.02% |
Workday Inc | 55.92% |
Okta Inc | 84.57% |
Datadog Inc | -- |
Microsoft Corp | 37.14% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.97 |
Beta (5Y) | 1.002 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.74% |
Historical Sharpe Ratio (5Y) | 0.0188 |
Historical Sortino (5Y) | 0.0299 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.11% |