Endava PLC (DAVA)
23.71
+0.06
(+0.25%)
USD |
NYSE |
Nov 01, 16:00
23.70
-0.02
(-0.06%)
After-Hours: 20:00
Endava Max Drawdown (5Y): 86.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 86.13% |
September 30, 2024 | 85.48% |
August 31, 2024 | 85.48% |
July 31, 2024 | 85.48% |
June 30, 2024 | 85.48% |
May 31, 2024 | 84.17% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
86.13%
Maximum
Oct 2024
57.48%
Average
47.34%
Median
Max Drawdown (5Y) Benchmarks
Methode Electronics Inc | 81.76% |
STMicroelectronics NV | 49.97% |
Sequans Communications SA | 96.23% |
Arqit Quantum Inc | -- |
Gorilla Technology Group Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.30 |
Beta (5Y) | 1.214 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.93% |
Historical Sharpe Ratio (5Y) | -0.2577 |
Historical Sortino (5Y) | -0.3756 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.37% |