Endava Plc (DAVA)
1.88
-0.03
(-1.57%)
USD |
NYSE |
Oct 06, 15:43
Endava Max Drawdown (5Y) : 99.03% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 99.03% |
| August 31, 2026 | 98.47% |
| July 31, 2026 | 98.47% |
| June 30, 2026 | 98.47% |
| May 31, 2026 | 98.11% |
| April 30, 2026 | 97.64% |
| March 31, 2026 | 97.45% |
| February 28, 2026 | 97.33% |
| January 31, 2026 | 96.44% |
| December 31, 2025 | 96.44% |
| November 30, 2025 | 96.41% |
| October 31, 2025 | 95.12% |
| September 30, 2025 | 94.83% |
| August 31, 2025 | 93.11% |
| July 31, 2025 | 92.48% |
| June 30, 2025 | 91.88% |
| May 31, 2025 | 91.68% |
| April 30, 2025 | 90.03% |
| March 31, 2025 | 88.53% |
| February 28, 2025 | 86.13% |
| January 31, 2025 | 86.13% |
| December 31, 2024 | 86.13% |
| November 30, 2024 | 86.13% |
| October 31, 2024 | 86.13% |
| September 30, 2024 | 85.48% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 55.94% |
| August 31, 2022 | 51.24% |
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
| Kainos Group Plc | 69.84% |
| FDM Group (Holdings) Plc | 87.21% |
| NCC Group Plc | 76.89% |
| The Smarter Web Co. Plc | -- |
| CSP, Inc. | 73.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -73.09 |
| Beta (5Y) | 1.137 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.47% |
| Historical Sharpe Ratio (5Y) | -1.133 |
| Historical Sortino (5Y) | -1.689 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.97% |