Workiva Inc (WK)
81.05
+1.88
(+2.37%)
USD |
NYSE |
Nov 04, 16:00
81.04
-0.01
(-0.01%)
Pre-Market: 20:00
Workiva Max Drawdown (5Y): 62.73% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 62.73% |
| August 31, 2024 | 62.73% |
| July 31, 2024 | 62.73% |
| June 30, 2024 | 62.73% |
| May 31, 2024 | 62.73% |
| April 30, 2024 | 62.73% |
| March 31, 2024 | 62.73% |
| February 29, 2024 | 62.73% |
| January 31, 2024 | 62.73% |
| December 31, 2023 | 62.73% |
| November 30, 2023 | 62.73% |
| October 31, 2023 | 62.73% |
| September 30, 2023 | 62.73% |
| August 31, 2023 | 62.73% |
| July 31, 2023 | 62.73% |
| June 30, 2023 | 62.73% |
| May 31, 2023 | 62.73% |
| April 30, 2023 | 62.73% |
| March 31, 2023 | 62.73% |
| February 28, 2023 | 62.73% |
| January 31, 2023 | 62.73% |
| December 31, 2022 | 62.73% |
| November 30, 2022 | 62.73% |
| October 31, 2022 | 62.73% |
| September 30, 2022 | 62.73% |
| Date | Value |
|---|---|
| August 31, 2022 | 62.73% |
| July 31, 2022 | 62.73% |
| June 30, 2022 | 61.45% |
| May 31, 2022 | 60.63% |
| April 30, 2022 | 60.63% |
| March 31, 2022 | 60.63% |
| February 28, 2022 | 60.63% |
| January 31, 2022 | 60.63% |
| December 31, 2021 | 60.63% |
| November 30, 2021 | 60.63% |
| October 31, 2021 | 60.63% |
| September 30, 2021 | 60.63% |
| August 31, 2021 | 60.63% |
| July 31, 2021 | 60.63% |
| June 30, 2021 | 60.63% |
| May 31, 2021 | 60.63% |
| April 30, 2021 | 60.63% |
| March 31, 2021 | 60.63% |
| February 28, 2021 | 60.63% |
| January 31, 2021 | 60.63% |
| December 31, 2020 | 60.63% |
| November 30, 2020 | 60.63% |
| October 31, 2020 | 60.63% |
| September 30, 2020 | 60.63% |
| August 31, 2020 | 60.63% |
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
41.39%
Minimum
Nov 2019
62.73%
Maximum
Jul 2022
60.30%
Average
60.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Intuit Inc | 49.01% |
| Paycom Software Inc | 74.44% |
| Zuora Inc | 84.90% |
| Global Business Travel Group Inc | -- |
| Paychex Inc | 44.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.111 |
| Beta (5Y) | 1.049 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.61% |
| Historical Sharpe Ratio (5Y) | 0.2401 |
| Historical Sortino (5Y) | 0.3637 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.22% |