F5 Inc (FFIV)
165.94
-0.13
(-0.08%)
USD |
NASDAQ |
May 03, 16:00
165.94
0.00 (0.00%)
Pre-Market: 20:00
F5 Max Drawdown (5Y): 54.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.59% |
March 31, 2024 | 54.59% |
February 29, 2024 | 54.59% |
January 31, 2024 | 54.59% |
December 31, 2023 | 54.59% |
November 30, 2023 | 54.59% |
October 31, 2023 | 54.59% |
September 30, 2023 | 54.59% |
August 31, 2023 | 54.59% |
July 31, 2023 | 54.59% |
June 30, 2023 | 54.59% |
May 31, 2023 | 54.59% |
April 30, 2023 | 54.59% |
March 31, 2023 | 54.59% |
February 28, 2023 | 54.59% |
January 31, 2023 | 54.59% |
December 31, 2022 | 54.59% |
November 30, 2022 | 54.59% |
October 31, 2022 | 54.59% |
September 30, 2022 | 54.59% |
August 31, 2022 | 54.59% |
July 31, 2022 | 54.59% |
June 30, 2022 | 54.59% |
May 31, 2022 | 54.59% |
April 30, 2022 | 54.59% |
Date | Value |
---|---|
March 31, 2022 | 54.59% |
February 28, 2022 | 54.59% |
January 31, 2022 | 54.59% |
December 31, 2021 | 54.59% |
November 30, 2021 | 54.59% |
October 31, 2021 | 54.59% |
September 30, 2021 | 54.59% |
August 31, 2021 | 54.59% |
July 31, 2021 | 54.59% |
June 30, 2021 | 54.59% |
May 31, 2021 | 54.59% |
April 30, 2021 | 54.59% |
March 31, 2021 | 54.59% |
February 28, 2021 | 54.59% |
January 31, 2021 | 54.59% |
December 31, 2020 | 54.59% |
November 30, 2020 | 54.59% |
October 31, 2020 | 54.59% |
September 30, 2020 | 54.59% |
August 31, 2020 | 54.59% |
July 31, 2020 | 54.59% |
June 30, 2020 | 54.59% |
May 31, 2020 | 54.59% |
April 30, 2020 | 54.59% |
March 31, 2020 | 54.59% |
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
37.01%
Minimum
May 2019
54.59%
Maximum
Mar 2020
51.89%
Average
54.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cognizant Technology Solutions Corp | 49.77% |
EPAM Systems Inc | 75.64% |
GitLab Inc | -- |
Perficient Inc | 71.31% |
VeriSign Inc | 38.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.66 |
Beta (5Y) | 1.136 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.99% |
Historical Sharpe Ratio (5Y) | -0.0322 |
Historical Sortino (5Y) | -0.052 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.89% |