American Software Inc (AMSWA)
10.28
+0.16
(+1.58%)
USD |
NASDAQ |
Apr 26, 15:26
American Software Max Drawdown (5Y): 68.64% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 68.64% |
| February 29, 2024 | 68.64% |
| January 31, 2024 | 68.64% |
| December 31, 2023 | 68.64% |
| November 30, 2023 | 68.64% |
| October 31, 2023 | 67.35% |
| September 30, 2023 | 67.35% |
| August 31, 2023 | 67.35% |
| July 31, 2023 | 67.35% |
| June 30, 2023 | 67.35% |
| May 31, 2023 | 62.83% |
| April 30, 2023 | 62.83% |
| March 31, 2023 | 62.26% |
| February 28, 2023 | 58.97% |
| January 31, 2023 | 56.46% |
| December 31, 2022 | 56.46% |
| November 30, 2022 | 55.26% |
| October 31, 2022 | 54.00% |
| September 30, 2022 | 54.00% |
| August 31, 2022 | 53.10% |
| July 31, 2022 | 53.10% |
| June 30, 2022 | 53.10% |
| May 31, 2022 | 53.10% |
| April 30, 2022 | 52.81% |
| March 31, 2022 | 52.81% |
| Date | Value |
|---|---|
| February 28, 2022 | 52.81% |
| January 31, 2022 | 52.81% |
| December 31, 2021 | 52.81% |
| November 30, 2021 | 52.81% |
| October 31, 2021 | 52.81% |
| September 30, 2021 | 52.81% |
| August 31, 2021 | 52.81% |
| July 31, 2021 | 52.81% |
| June 30, 2021 | 52.81% |
| May 31, 2021 | 52.81% |
| April 30, 2021 | 52.81% |
| March 31, 2021 | 52.81% |
| February 28, 2021 | 52.81% |
| January 31, 2021 | 52.81% |
| December 31, 2020 | 52.81% |
| November 30, 2020 | 52.81% |
| October 31, 2020 | 52.81% |
| September 30, 2020 | 52.81% |
| August 31, 2020 | 52.81% |
| July 31, 2020 | 52.81% |
| June 30, 2020 | 52.81% |
| May 31, 2020 | 52.81% |
| April 30, 2020 | 52.81% |
| March 31, 2020 | 52.81% |
| February 29, 2020 | 50.29% |
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
50.29%
Minimum
Apr 2019
68.64%
Maximum
Nov 2023
55.70%
Average
52.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| Ansys Inc | 51.28% |
| Issuer Direct Corp | 64.21% |
| WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.135 |
| Beta (5Y) | 0.6963 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.68% |
| Historical Sharpe Ratio (5Y) | -0.0012 |
| Historical Sortino (5Y) | -0.0019 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.67% |