Agilysys Inc (AGYS)
83.50
+0.05
(+0.06%)
USD |
NASDAQ |
Apr 26, 09:43
Agilysys Max Drawdown (5Y): 64.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 64.72% |
| February 29, 2024 | 64.72% |
| January 31, 2024 | 64.72% |
| December 31, 2023 | 64.72% |
| November 30, 2023 | 64.72% |
| October 31, 2023 | 64.72% |
| September 30, 2023 | 64.72% |
| August 31, 2023 | 64.72% |
| July 31, 2023 | 64.72% |
| June 30, 2023 | 64.72% |
| May 31, 2023 | 64.72% |
| April 30, 2023 | 64.72% |
| March 31, 2023 | 64.72% |
| February 28, 2023 | 64.72% |
| January 31, 2023 | 64.72% |
| December 31, 2022 | 64.72% |
| November 30, 2022 | 64.72% |
| October 31, 2022 | 64.72% |
| September 30, 2022 | 64.72% |
| August 31, 2022 | 64.72% |
| July 31, 2022 | 64.72% |
| June 30, 2022 | 64.72% |
| May 31, 2022 | 64.72% |
| April 30, 2022 | 64.72% |
| March 31, 2022 | 64.72% |
| Date | Value |
|---|---|
| February 28, 2022 | 64.72% |
| January 31, 2022 | 64.72% |
| December 31, 2021 | 64.72% |
| November 30, 2021 | 64.72% |
| October 31, 2021 | 64.72% |
| September 30, 2021 | 64.72% |
| August 31, 2021 | 64.72% |
| July 31, 2021 | 64.72% |
| June 30, 2021 | 64.72% |
| May 31, 2021 | 64.72% |
| April 30, 2021 | 64.72% |
| March 31, 2021 | 64.72% |
| February 28, 2021 | 64.72% |
| January 31, 2021 | 64.72% |
| December 31, 2020 | 64.72% |
| November 30, 2020 | 64.72% |
| October 31, 2020 | 64.72% |
| September 30, 2020 | 64.72% |
| August 31, 2020 | 64.72% |
| July 31, 2020 | 64.72% |
| June 30, 2020 | 64.72% |
| May 31, 2020 | 64.72% |
| April 30, 2020 | 64.72% |
| March 31, 2020 | 64.72% |
| February 29, 2020 | 47.02% |
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
47.02%
Minimum
Apr 2019
64.72%
Maximum
Mar 2020
61.48%
Average
64.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| MicroStrategy Inc | 89.27% |
| PTC Inc | 54.37% |
| Autodesk Inc | 51.99% |
| Issuer Direct Corp | 64.21% |
| WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 21.27 |
| Beta (5Y) | 0.6553 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.27% |
| Historical Sharpe Ratio (5Y) | 0.5705 |
| Historical Sortino (5Y) | 0.8811 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.27% |