Oracle Corp (ORCL)
115.80
+0.84
(+0.73%)
USD |
NYSE |
May 03, 16:00
116.38
+0.58
(+0.50%)
Pre-Market: 20:00
Oracle Max Drawdown (5Y): 40.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.36% |
March 31, 2024 | 40.36% |
February 29, 2024 | 40.36% |
January 31, 2024 | 40.36% |
December 31, 2023 | 40.36% |
November 30, 2023 | 40.36% |
October 31, 2023 | 40.36% |
September 30, 2023 | 40.36% |
August 31, 2023 | 40.36% |
July 31, 2023 | 40.36% |
June 30, 2023 | 40.36% |
May 31, 2023 | 40.36% |
April 30, 2023 | 40.36% |
March 31, 2023 | 40.36% |
February 28, 2023 | 40.36% |
January 31, 2023 | 40.36% |
December 31, 2022 | 40.36% |
November 30, 2022 | 40.36% |
October 31, 2022 | 40.36% |
September 30, 2022 | 40.36% |
August 31, 2022 | 37.73% |
July 31, 2022 | 37.73% |
June 30, 2022 | 37.73% |
May 31, 2022 | 34.83% |
April 30, 2022 | 32.97% |
Date | Value |
---|---|
March 31, 2022 | 32.97% |
February 28, 2022 | 32.97% |
January 31, 2022 | 32.97% |
December 31, 2021 | 32.97% |
November 30, 2021 | 32.97% |
October 31, 2021 | 32.97% |
September 30, 2021 | 32.97% |
August 31, 2021 | 32.97% |
July 31, 2021 | 32.97% |
June 30, 2021 | 32.97% |
May 31, 2021 | 32.97% |
April 30, 2021 | 32.97% |
March 31, 2021 | 32.97% |
February 28, 2021 | 32.97% |
January 31, 2021 | 32.97% |
December 31, 2020 | 32.97% |
November 30, 2020 | 32.97% |
October 31, 2020 | 32.97% |
September 30, 2020 | 32.97% |
August 31, 2020 | 32.97% |
July 31, 2020 | 32.97% |
June 30, 2020 | 32.97% |
May 31, 2020 | 32.97% |
April 30, 2020 | 32.97% |
March 31, 2020 | 32.97% |
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
25.24%
Minimum
May 2019
40.36%
Maximum
Sep 2022
34.42%
Average
32.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Adobe Inc | 60.02% |
Salesforce Inc | 58.62% |
Microsoft Corp | 37.14% |
Uber Technologies Inc | -- |
Snowflake Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.829 |
Beta (5Y) | 1.031 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.52% |
Historical Sharpe Ratio (5Y) | 0.5567 |
Historical Sortino (5Y) | 0.9744 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.30% |