Synopsys Inc (SNPS)
569.27
-10.93
(-1.88%)
USD |
NASDAQ |
May 16, 16:00
569.50
+0.23
(+0.04%)
After-Hours: 20:00
Synopsys Max Drawdown (5Y): 34.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 34.25% |
March 31, 2024 | 34.25% |
February 29, 2024 | 34.25% |
January 31, 2024 | 34.25% |
December 31, 2023 | 34.25% |
November 30, 2023 | 34.25% |
October 31, 2023 | 34.25% |
September 30, 2023 | 34.25% |
August 31, 2023 | 34.25% |
July 31, 2023 | 34.25% |
June 30, 2023 | 34.25% |
May 31, 2023 | 34.25% |
April 30, 2023 | 34.25% |
March 31, 2023 | 34.25% |
February 28, 2023 | 34.25% |
January 31, 2023 | 34.25% |
December 31, 2022 | 34.25% |
November 30, 2022 | 34.25% |
October 31, 2022 | 34.25% |
September 30, 2022 | 34.25% |
August 31, 2022 | 34.25% |
July 31, 2022 | 34.25% |
June 30, 2022 | 34.25% |
May 31, 2022 | 34.25% |
April 30, 2022 | 34.25% |
Date | Value |
---|---|
March 31, 2022 | 34.25% |
February 28, 2022 | 34.25% |
January 31, 2022 | 34.25% |
December 31, 2021 | 34.25% |
November 30, 2021 | 34.25% |
October 31, 2021 | 34.25% |
September 30, 2021 | 34.25% |
August 31, 2021 | 34.25% |
July 31, 2021 | 34.25% |
June 30, 2021 | 34.25% |
May 31, 2021 | 34.25% |
April 30, 2021 | 34.25% |
March 31, 2021 | 34.25% |
February 28, 2021 | 34.25% |
January 31, 2021 | 34.25% |
December 31, 2020 | 34.25% |
November 30, 2020 | 34.25% |
October 31, 2020 | 34.25% |
September 30, 2020 | 34.25% |
August 31, 2020 | 34.25% |
July 31, 2020 | 34.25% |
June 30, 2020 | 34.25% |
May 31, 2020 | 34.25% |
April 30, 2020 | 34.25% |
March 31, 2020 | 34.25% |
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
22.93%
Minimum
May 2019
34.25%
Maximum
Mar 2020
32.36%
Average
34.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ansys Inc | 51.28% |
Cadence Design Systems Inc | 32.12% |
Microsoft Corp | 37.14% |
Intuit Inc | 49.01% |
CrowdStrike Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 20.39 |
Beta (5Y) | 1.072 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.78% |
Historical Sharpe Ratio (5Y) | 0.9864 |
Historical Sortino (5Y) | 1.618 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.88% |