Aspen Technology Inc (AZPN)
210.92
+1.13
(+0.54%)
USD |
NASDAQ |
May 31, 16:00
211.28
+0.36
(+0.17%)
After-Hours: 20:00
Aspen Technology Max Drawdown (5Y): 46.10% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 46.10% |
April 30, 2024 | 46.10% |
March 31, 2024 | 46.10% |
February 29, 2024 | 46.10% |
January 31, 2024 | 46.10% |
December 31, 2023 | 46.10% |
November 30, 2023 | 46.10% |
October 31, 2023 | 46.10% |
September 30, 2023 | 46.10% |
August 31, 2023 | 46.10% |
July 31, 2023 | 46.10% |
June 30, 2023 | 46.10% |
May 31, 2023 | 46.10% |
April 30, 2023 | 46.10% |
March 31, 2023 | 46.10% |
February 28, 2023 | 46.10% |
January 31, 2023 | 46.10% |
December 31, 2022 | 46.10% |
November 30, 2022 | 46.10% |
October 31, 2022 | 46.10% |
September 30, 2022 | 46.10% |
August 31, 2022 | 46.10% |
July 31, 2022 | 46.10% |
June 30, 2022 | 46.10% |
May 31, 2022 | 46.10% |
Date | Value |
---|---|
April 30, 2022 | 46.10% |
March 31, 2022 | 46.10% |
February 28, 2022 | 46.10% |
January 31, 2022 | 46.10% |
December 31, 2021 | 46.10% |
November 30, 2021 | 46.10% |
October 31, 2021 | 46.10% |
September 30, 2021 | 46.10% |
August 31, 2021 | 46.10% |
July 31, 2021 | 46.10% |
June 30, 2021 | 46.10% |
May 31, 2021 | 46.10% |
April 30, 2021 | 46.10% |
March 31, 2021 | 46.10% |
February 28, 2021 | 46.10% |
January 31, 2021 | 46.10% |
December 31, 2020 | 46.10% |
November 30, 2020 | 46.10% |
October 31, 2020 | 46.10% |
September 30, 2020 | 46.10% |
August 31, 2020 | 46.10% |
July 31, 2020 | 46.10% |
June 30, 2020 | 46.10% |
May 31, 2020 | 46.10% |
April 30, 2020 | 46.10% |
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
36.98%
Minimum
Jun 2019
46.10%
Maximum
Mar 2020
44.74%
Average
46.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Asure Software Inc | 73.56% |
Digimarc Corp | 84.72% |
PDF Solutions Inc | 63.41% |
Creative Realities Inc | 95.25% |
Matterport Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.7019 |
Beta (5Y) | 0.7608 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.13% |
Historical Sharpe Ratio (5Y) | 0.2918 |
Historical Sortino (5Y) | 0.4793 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.06% |