Workday Inc (WDAY)
239.12
+5.27
(+2.25%)
USD |
NASDAQ |
Nov 01, 16:00
239.12
0.00 (0.00%)
After-Hours: 20:00
Workday Max Drawdown (5Y): 55.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 55.92% |
September 30, 2024 | 55.92% |
August 31, 2024 | 55.92% |
July 31, 2024 | 55.92% |
June 30, 2024 | 55.92% |
May 31, 2024 | 55.92% |
April 30, 2024 | 55.92% |
March 31, 2024 | 55.92% |
February 29, 2024 | 55.92% |
January 31, 2024 | 55.92% |
December 31, 2023 | 55.92% |
November 30, 2023 | 55.92% |
October 31, 2023 | 55.92% |
September 30, 2023 | 55.92% |
August 31, 2023 | 55.92% |
July 31, 2023 | 55.92% |
June 30, 2023 | 55.92% |
May 31, 2023 | 55.92% |
April 30, 2023 | 55.92% |
March 31, 2023 | 55.92% |
February 28, 2023 | 55.92% |
January 31, 2023 | 55.92% |
December 31, 2022 | 55.92% |
November 30, 2022 | 55.92% |
October 31, 2022 | 54.61% |
Date | Value |
---|---|
September 30, 2022 | 54.61% |
August 31, 2022 | 54.61% |
July 31, 2022 | 54.61% |
June 30, 2022 | 54.61% |
May 31, 2022 | 49.23% |
April 30, 2022 | 49.23% |
March 31, 2022 | 49.23% |
February 28, 2022 | 49.23% |
January 31, 2022 | 49.23% |
December 31, 2021 | 49.23% |
November 30, 2021 | 49.23% |
October 31, 2021 | 49.23% |
September 30, 2021 | 49.23% |
August 31, 2021 | 49.23% |
July 31, 2021 | 49.23% |
June 30, 2021 | 49.23% |
May 31, 2021 | 49.23% |
April 30, 2021 | 49.23% |
March 31, 2021 | 49.23% |
February 28, 2021 | 49.23% |
January 31, 2021 | 49.23% |
December 31, 2020 | 49.23% |
November 30, 2020 | 57.65% |
October 31, 2020 | 57.65% |
September 30, 2020 | 57.65% |
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
49.23%
Minimum
Dec 2020
57.65%
Maximum
Nov 2019
54.18%
Average
55.92%
Median
Nov 2022
Max Drawdown (5Y) Benchmarks
Intuit Inc | 49.01% |
Salesforce Inc | 58.62% |
Snowflake Inc | -- |
Microsoft Corp | 37.14% |
Oracle Corp | 40.36% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.23 |
Beta (5Y) | 1.353 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.22% |
Historical Sharpe Ratio (5Y) | 0.1369 |
Historical Sortino (5Y) | 0.2212 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.58% |