Endava PLC (DAVA)
28.48
+1.74
(+6.51%)
USD |
NYSE |
Nov 21, 16:00
28.49
+0.01
(+0.04%)
After-Hours: 20:00
Endava Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Methode Electronics Inc | 81.76% |
| Sequans Communications SA | 96.23% |
| STMicroelectronics NV | 49.97% |
| 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% |