MongoDB Inc (MDB)
363.30
-10.32
(-2.76%)
USD |
NASDAQ |
May 02, 16:00
364.97
+1.67
(+0.46%)
After-Hours: 20:00
MongoDB Max Drawdown (5Y): 76.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 76.52% |
March 31, 2024 | 76.52% |
February 29, 2024 | 76.52% |
January 31, 2024 | 76.52% |
December 31, 2023 | 76.52% |
November 30, 2023 | 76.52% |
October 31, 2023 | 76.52% |
September 30, 2023 | 76.52% |
August 31, 2023 | 76.52% |
July 31, 2023 | 76.52% |
June 30, 2023 | 76.52% |
May 31, 2023 | 76.52% |
April 30, 2023 | 76.52% |
March 31, 2023 | 76.52% |
February 28, 2023 | 76.52% |
January 31, 2023 | 76.52% |
December 31, 2022 | 76.52% |
November 30, 2022 | 76.52% |
October 31, 2022 | 70.59% |
September 30, 2022 | 67.58% |
August 31, 2022 | 61.78% |
July 31, 2022 | 61.78% |
June 30, 2022 | 61.78% |
May 31, 2022 | 61.78% |
April 30, 2022 | 52.14% |
Date | Value |
---|---|
March 31, 2022 | 52.14% |
February 28, 2022 | 45.04% |
January 31, 2022 | 45.04% |
December 31, 2021 | 45.04% |
November 30, 2021 | 45.04% |
October 31, 2021 | 45.04% |
September 30, 2021 | 45.04% |
August 31, 2021 | 45.04% |
July 31, 2021 | 45.04% |
June 30, 2021 | 45.04% |
May 31, 2021 | 45.04% |
April 30, 2021 | 45.04% |
March 31, 2021 | 45.04% |
February 28, 2021 | 45.04% |
January 31, 2021 | 45.04% |
December 31, 2020 | 45.04% |
November 30, 2020 | 45.04% |
October 31, 2020 | 45.04% |
September 30, 2020 | 45.04% |
August 31, 2020 | 45.04% |
July 31, 2020 | 45.04% |
June 30, 2020 | 45.04% |
May 31, 2020 | 45.04% |
April 30, 2020 | 45.04% |
March 31, 2020 | 45.04% |
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
25.56%
Minimum
May 2019
76.52%
Maximum
Nov 2022
54.22%
Average
45.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Palantir Technologies Inc | -- |
Zscaler Inc | 76.41% |
GitLab Inc | -- |
The Trade Desk Inc | 64.27% |
Lyft Inc | 89.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.612 |
Beta (5Y) | 1.195 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.31% |
Historical Sharpe Ratio (5Y) | 0.2944 |
Historical Sortino (5Y) | 0.5036 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.45% |