Amdocs Ltd (DOX)
83.90
+0.26
(+0.31%)
USD |
NASDAQ |
May 03, 16:00
83.87
-0.03
(-0.04%)
After-Hours: 20:00
Amdocs Max Drawdown (5Y): 39.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 39.36% |
March 31, 2024 | 39.36% |
February 29, 2024 | 39.36% |
January 31, 2024 | 39.36% |
December 31, 2023 | 39.36% |
November 30, 2023 | 39.36% |
October 31, 2023 | 39.36% |
September 30, 2023 | 39.36% |
August 31, 2023 | 39.36% |
July 31, 2023 | 39.36% |
June 30, 2023 | 39.36% |
May 31, 2023 | 39.36% |
April 30, 2023 | 39.36% |
March 31, 2023 | 39.36% |
February 28, 2023 | 39.36% |
January 31, 2023 | 39.36% |
December 31, 2022 | 39.36% |
November 30, 2022 | 39.36% |
October 31, 2022 | 39.36% |
September 30, 2022 | 39.36% |
August 31, 2022 | 39.36% |
July 31, 2022 | 39.36% |
June 30, 2022 | 39.36% |
May 31, 2022 | 39.36% |
April 30, 2022 | 39.36% |
Date | Value |
---|---|
March 31, 2022 | 39.36% |
February 28, 2022 | 39.36% |
January 31, 2022 | 39.36% |
December 31, 2021 | 39.36% |
November 30, 2021 | 39.36% |
October 31, 2021 | 39.36% |
September 30, 2021 | 39.36% |
August 31, 2021 | 39.36% |
July 31, 2021 | 39.36% |
June 30, 2021 | 39.36% |
May 31, 2021 | 39.36% |
April 30, 2021 | 39.36% |
March 31, 2021 | 39.36% |
February 28, 2021 | 39.36% |
January 31, 2021 | 39.36% |
December 31, 2020 | 39.36% |
November 30, 2020 | 39.36% |
October 31, 2020 | 39.36% |
September 30, 2020 | 39.36% |
August 31, 2020 | 39.36% |
July 31, 2020 | 39.36% |
June 30, 2020 | 39.36% |
May 31, 2020 | 39.36% |
April 30, 2020 | 39.36% |
March 31, 2020 | 39.36% |
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
22.67%
Minimum
May 2019
39.36%
Maximum
Mar 2020
36.58%
Average
39.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CSP Inc | 70.02% |
WidePoint Corp | 88.89% |
Intellinetics Inc | 96.76% |
Data Storage Corp | 95.10% |
Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.052 |
Beta (5Y) | 0.7019 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.12% |
Historical Sharpe Ratio (5Y) | 0.4011 |
Historical Sortino (5Y) | 0.5048 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.47% |