DocuSign Inc (DOCU)
57.17
-0.18
(-0.31%)
USD |
NASDAQ |
Apr 26, 16:00
57.20
+0.03
(+0.05%)
After-Hours: 20:00
DocuSign Max Drawdown (5Y): 87.57% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 87.57% |
| February 29, 2024 | 87.57% |
| January 31, 2024 | 87.57% |
| December 31, 2023 | 87.57% |
| November 30, 2023 | 87.57% |
| October 31, 2023 | 87.57% |
| September 30, 2023 | 87.16% |
| August 31, 2023 | 87.16% |
| July 31, 2023 | 87.16% |
| June 30, 2023 | 87.16% |
| May 31, 2023 | 87.16% |
| April 30, 2023 | 87.16% |
| March 31, 2023 | 87.16% |
| February 28, 2023 | 87.16% |
| January 31, 2023 | 87.16% |
| December 31, 2022 | 87.16% |
| November 30, 2022 | 87.16% |
| October 31, 2022 | 85.81% |
| September 30, 2022 | 83.33% |
| August 31, 2022 | 81.68% |
| July 31, 2022 | 81.68% |
| June 30, 2022 | 81.68% |
| May 31, 2022 | 78.20% |
| April 30, 2022 | 76.38% |
| March 31, 2022 | 76.38% |
| Date | Value |
|---|---|
| February 28, 2022 | 65.70% |
| January 31, 2022 | 64.30% |
| December 31, 2021 | 56.43% |
| November 30, 2021 | 44.88% |
| October 31, 2021 | 44.88% |
| September 30, 2021 | 44.88% |
| August 31, 2021 | 44.88% |
| July 31, 2021 | 44.88% |
| June 30, 2021 | 44.88% |
| May 31, 2021 | 44.88% |
| April 30, 2021 | 44.88% |
| March 31, 2021 | 44.88% |
| February 28, 2021 | 44.88% |
| January 31, 2021 | 44.88% |
| December 31, 2020 | 44.88% |
| November 30, 2020 | 44.88% |
| October 31, 2020 | 44.88% |
| September 30, 2020 | 44.88% |
| August 31, 2020 | 44.88% |
| July 31, 2020 | 44.88% |
| June 30, 2020 | 44.88% |
| May 31, 2020 | 44.88% |
| April 30, 2020 | 44.88% |
| March 31, 2020 | 44.88% |
| February 29, 2020 | 44.88% |
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
44.88%
Minimum
Apr 2019
87.57%
Maximum
Oct 2023
62.53%
Average
44.88%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Adobe Inc | 60.02% |
| Okta Inc | 84.57% |
| Zoom Video Communications Inc | 89.57% |
| CrowdStrike Holdings Inc | -- |
| Unity Software Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.76 |
| Beta (5Y) | 0.8865 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.68% |
| Historical Sharpe Ratio (5Y) | 0.0141 |
| Historical Sortino (5Y) | 0.0247 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.73% |