What would improve the case?
Recurring-revenue growth, customer expansion and execution against raised company guidance.
A–Z / C · Global equities
← Research portfolioCrowdStrike
Did outperformance compensate for the size of the drawdowns?
My research view at cutoff
Constructive for a risk-tolerant satellite allocation at the research cutoff; unsuitable as a low-risk substitute for broad market or sector exposure. Earnings execution and drawdown tolerance matter more than chasing the historical return.
Key findingCrowdStrike returned 87.9% YTD, with 60.3% annualized volatility and a 26.8% maximum drawdown.
| Metric | CrowdStrike | S&P 500 | CIBR |
|---|---|---|---|
| YTD return | 87.9% | 12.5% | 34.1% |
| Annualized volatility | 60.3% | 13.4% | 32.0% |
| Maximum drawdown | −26.8% | −9.09% | −17.1% |
What could weaken it?
Valuation sensitivity, competition, service reliability and large price drawdowns.
Contribution & method.
My Python workflow, benchmark and peer comparisons, chart analysis and research interpretation.
YTD price window: 2 January–4 September 2026; yfinance end parameter 5 September is exclusive. Historical return is arithmetic annualized mean, not CAGR. Daily close-price calculations and benchmark choices follow the original notebook. Price-adjustment defaults must be pinned when rerunning.
Risk-free assumption: 4.79% annual assumption in the original notebook, held fixed across the analysis.
Sources and common conventions →Read or review the work.
The portable notebook reviews the dated summary inputs offline. The linked original repository contains the full workflow.