Endava PLC (DAVA)

30.30 -0.73 (-2.35%) USD  |  NYSE  |  Dec 20, 16:00
30.34 +0.04 (+0.13%) After-Hours: 20:00
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Endava Max Drawdown (5Y): 86.13% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Methode Electronics Inc 81.76%
Sequans Communications SA 96.23%
Arqit Quantum Inc --
Gorilla Technology Group Inc --
Rezolve AI Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -28.87
Beta (5Y) 1.242
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 53.14%
Historical Sharpe Ratio (5Y) -0.2312
Historical Sortino (5Y) -0.3389
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.37%