Endava Plc (DAVA)
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-0.11
(-3.85%)
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NYSE |
Jun 10, 16:00
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+0.03
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Pre-Market: 08:54
Endava Max Drawdown (5Y) : 98.11% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2024 | 85.48% |
| July 31, 2024 | 85.48% |
| June 30, 2024 | 85.48% |
| May 31, 2024 | 84.17% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 51.24% |
| June 30, 2022 | 51.24% |
| May 31, 2022 | 47.98% |
| April 30, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| International Business Machines Corp. | 30.96% |
| CSP, Inc. | 71.07% |
| Formula Systems (1985) Ltd. | 54.38% |
| Unisys Corp. | 92.90% |
| Wipro Ltd. | 60.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -64.65 |
| Beta (5Y) | 1.052 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.02% |
| Historical Sharpe Ratio (5Y) | -0.99 |
| Historical Sortino (5Y) | -1.527 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.04% |