Intuit Inc (INTU)
629.27
+15.23
(+2.48%)
USD |
NASDAQ |
May 03, 16:00
629.41
+0.14
(+0.02%)
After-Hours: 20:00
Intuit Max Drawdown (5Y): 49.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.01% |
March 31, 2024 | 49.01% |
February 29, 2024 | 49.01% |
January 31, 2024 | 49.01% |
December 31, 2023 | 49.01% |
November 30, 2023 | 49.01% |
October 31, 2023 | 49.01% |
September 30, 2023 | 49.01% |
August 31, 2023 | 49.01% |
July 31, 2023 | 49.01% |
June 30, 2023 | 49.01% |
May 31, 2023 | 49.01% |
April 30, 2023 | 49.01% |
March 31, 2023 | 49.01% |
February 28, 2023 | 49.01% |
January 31, 2023 | 49.01% |
December 31, 2022 | 49.01% |
November 30, 2022 | 49.01% |
October 31, 2022 | 49.01% |
September 30, 2022 | 49.01% |
August 31, 2022 | 49.01% |
July 31, 2022 | 49.01% |
June 30, 2022 | 49.01% |
May 31, 2022 | 49.01% |
April 30, 2022 | 39.63% |
Date | Value |
---|---|
March 31, 2022 | 38.80% |
February 28, 2022 | 36.28% |
January 31, 2022 | 36.28% |
December 31, 2021 | 36.28% |
November 30, 2021 | 36.28% |
October 31, 2021 | 36.28% |
September 30, 2021 | 36.28% |
August 31, 2021 | 36.28% |
July 31, 2021 | 36.28% |
June 30, 2021 | 36.28% |
May 31, 2021 | 36.28% |
April 30, 2021 | 36.28% |
March 31, 2021 | 36.28% |
February 28, 2021 | 36.28% |
January 31, 2021 | 36.28% |
December 31, 2020 | 36.28% |
November 30, 2020 | 36.28% |
October 31, 2020 | 36.28% |
September 30, 2020 | 36.28% |
August 31, 2020 | 36.28% |
July 31, 2020 | 36.28% |
June 30, 2020 | 36.28% |
May 31, 2020 | 36.28% |
April 30, 2020 | 36.28% |
March 31, 2020 | 36.28% |
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
26.11%
Minimum
May 2019
49.01%
Maximum
May 2022
39.78%
Average
36.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Adobe Inc | 60.02% |
Microsoft Corp | 37.14% |
Synopsys Inc | 34.25% |
Workday Inc | 55.92% |
Datadog Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.154 |
Beta (5Y) | 1.223 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.16% |
Historical Sharpe Ratio (5Y) | 0.644 |
Historical Sortino (5Y) | 0.9198 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.06% |