Endava PLC (DAVA)
29.78
+0.68
(+2.34%)
USD |
NYSE |
Apr 26, 16:00
29.78
0.00 (0.00%)
After-Hours: 16:14
Endava Max Drawdown (5Y): 78.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 46.70% |
| July 31, 2020 | 46.70% |
| June 30, 2020 | 46.70% |
| May 31, 2020 | 46.70% |
| April 30, 2020 | 46.70% |
| March 31, 2020 | 46.70% |
| February 29, 2020 | 31.03% |
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
Apr 2019
78.86%
Maximum
Mar 2024
51.18%
Average
46.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Sequans Communications SA | 95.86% |
| Vtex | -- |
| voxeljet AG (DELISTED) | 98.75% |
| Arqit Quantum Inc | -- |
| Gorilla Technology Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.688 |
| Beta (5Y) | 1.103 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.53% |
| Historical Sharpe Ratio (5Y) | 0.0914 |
| Historical Sortino (5Y) | 0.1249 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.09% |