Endava PLC (DAVA)
30.07
+0.09
(+0.30%)
USD |
NYSE |
May 15, 16:00
30.07
0.00 (0.00%)
After-Hours: 16:20
Endava Max Drawdown (5Y): 82.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.95% |
March 31, 2024 | 78.86% |
February 29, 2024 | 78.15% |
January 31, 2024 | 73.29% |
December 31, 2023 | 73.29% |
November 30, 2023 | 73.29% |
October 31, 2023 | 73.29% |
September 30, 2023 | 73.29% |
August 31, 2023 | 73.29% |
July 31, 2023 | 73.17% |
June 30, 2023 | 73.17% |
May 31, 2023 | 71.50% |
April 30, 2023 | 67.85% |
March 31, 2023 | 62.56% |
February 28, 2023 | 62.54% |
January 31, 2023 | 62.54% |
December 31, 2022 | 62.54% |
November 30, 2022 | 62.54% |
October 31, 2022 | 62.54% |
September 30, 2022 | 55.94% |
August 31, 2022 | 51.24% |
July 31, 2022 | 51.24% |
June 30, 2022 | 51.24% |
May 31, 2022 | 47.98% |
April 30, 2022 | 46.70% |
Date | Value |
---|---|
March 31, 2022 | 46.70% |
February 28, 2022 | 46.70% |
January 31, 2022 | 46.70% |
December 31, 2021 | 46.70% |
November 30, 2021 | 46.70% |
October 31, 2021 | 46.70% |
September 30, 2021 | 46.70% |
August 31, 2021 | 46.70% |
July 31, 2021 | 46.70% |
June 30, 2021 | 46.70% |
May 31, 2021 | 46.70% |
April 30, 2021 | 46.70% |
March 31, 2021 | 46.70% |
February 28, 2021 | 46.70% |
January 31, 2021 | 46.70% |
December 31, 2020 | 46.70% |
November 30, 2020 | 46.70% |
October 31, 2020 | 46.70% |
September 30, 2020 | 46.70% |
August 31, 2020 | 46.70% |
July 31, 2020 | 46.70% |
June 30, 2020 | 46.70% |
May 31, 2020 | 46.70% |
April 30, 2020 | 46.70% |
March 31, 2020 | 46.70% |
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
31.03%
Minimum
May 2019
82.95%
Maximum
Apr 2024
52.05%
Average
46.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sequans Communications SA | 96.23% |
Vtex | -- |
Arqit Quantum Inc | -- |
Gorilla Technology Group Inc | -- |
ARM Holdings PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.32 |
Beta (5Y) | 1.137 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.93% |
Historical Sharpe Ratio (5Y) | -0.0894 |
Historical Sortino (5Y) | -0.1247 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.33% |