Workiva Inc (WK)
79.90
-0.16
(-0.20%)
USD |
NYSE |
Apr 25, 16:00
79.90
0.00 (0.00%)
After-Hours: 20:00
Workiva Max Drawdown (5Y): 62.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2020 | 60.63% |
| June 30, 2020 | 60.63% |
| May 31, 2020 | 60.63% |
| April 30, 2020 | 60.63% |
| March 31, 2020 | 60.63% |
| February 29, 2020 | 41.39% |
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
Apr 2019
62.73%
Maximum
Jul 2022
57.85%
Average
60.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Workday Inc | 55.92% |
| Paylocity Holding Corp | 53.59% |
| Sprout Social Inc | -- |
| Instructure Holdings Inc | -- |
| Issuer Direct Corp | 64.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.570 |
| Beta (5Y) | 1.027 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.79% |
| Historical Sharpe Ratio (5Y) | 0.2019 |
| Historical Sortino (5Y) | 0.3058 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.29% |