Okta, Inc. (OKTA) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Okta, Inc. (OKTA): 1Y return -32.8%, Sharpe ratio -0.66, volatility 43.4%, max drawdown -50.6%. A Stock in the Equity asset class. Compare OKTA with other assets and invest through your own broker with pfolio.
Okta, Inc. (OKTA) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
OKTA Performance
- MTD
- Return: -14.4%, Sharpe: -4.42, Volatility: 74.3%, Max Drawdown: -21.9%
- YTD
- Return: -22.1%, Sharpe: -1.17, Volatility: 57.6%, Max Drawdown: -33.1%
- 1Y
- Return: -32.8%, Sharpe: -0.66, Volatility: 43.4%, Max Drawdown: -50.6%
- 5Y
- Return: -75.4%, Sharpe: -0.22, Volatility: 54.3%, Max Drawdown: -84.2%
Frequently Asked Questions
- What is Okta, Inc. (OKTA)?
- Okta, Inc. (OKTA) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does OKTA compare to other assets?
- You can compare OKTA with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in OKTA through pfolio?
- pfolio helps you build diversified portfolios that may include OKTA. You invest through your own broker — pfolio provides the analytics.