Workiva Inc (WK)
84.82
-0.28
(-0.33%)
USD |
NYSE |
May 17, 16:00
84.82
0.00 (0.00%)
After-Hours: 20:00
Workiva Max Drawdown (5Y): 62.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.73% |
March 31, 2024 | 62.73% |
February 29, 2024 | 62.73% |
January 31, 2024 | 62.73% |
December 31, 2023 | 62.73% |
November 30, 2023 | 62.73% |
October 31, 2023 | 62.73% |
September 30, 2023 | 62.73% |
August 31, 2023 | 62.73% |
July 31, 2023 | 62.73% |
June 30, 2023 | 62.73% |
May 31, 2023 | 62.73% |
April 30, 2023 | 62.73% |
March 31, 2023 | 62.73% |
February 28, 2023 | 62.73% |
January 31, 2023 | 62.73% |
December 31, 2022 | 62.73% |
November 30, 2022 | 62.73% |
October 31, 2022 | 62.73% |
September 30, 2022 | 62.73% |
August 31, 2022 | 62.73% |
July 31, 2022 | 62.73% |
June 30, 2022 | 61.45% |
May 31, 2022 | 60.63% |
April 30, 2022 | 60.63% |
Date | Value |
---|---|
March 31, 2022 | 60.63% |
February 28, 2022 | 60.63% |
January 31, 2022 | 60.63% |
December 31, 2021 | 60.63% |
November 30, 2021 | 60.63% |
October 31, 2021 | 60.63% |
September 30, 2021 | 60.63% |
August 31, 2021 | 60.63% |
July 31, 2021 | 60.63% |
June 30, 2021 | 60.63% |
May 31, 2021 | 60.63% |
April 30, 2021 | 60.63% |
March 31, 2021 | 60.63% |
February 28, 2021 | 60.63% |
January 31, 2021 | 60.63% |
December 31, 2020 | 60.63% |
November 30, 2020 | 60.63% |
October 31, 2020 | 60.63% |
September 30, 2020 | 60.63% |
August 31, 2020 | 60.63% |
July 31, 2020 | 60.63% |
June 30, 2020 | 60.63% |
May 31, 2020 | 60.63% |
April 30, 2020 | 60.63% |
March 31, 2020 | 60.63% |
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
41.39%
Minimum
May 2019
62.73%
Maximum
Jul 2022
58.21%
Average
60.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Paylocity Holding Corp | 53.59% |
Workday Inc | 55.92% |
Cloudflare Inc | -- |
Sprout Social Inc | -- |
Instructure Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.392 |
Beta (5Y) | 1.036 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.87% |
Historical Sharpe Ratio (5Y) | 0.1402 |
Historical Sortino (5Y) | 0.2153 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.29% |