Dayforce Inc (DAY)
75.40
+0.17
(+0.23%)
USD |
NYSE |
Nov 04, 16:00
75.00
-0.40
(-0.53%)
Pre-Market: 08:44
Dayforce Max Drawdown (5Y): 66.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 66.20% |
September 30, 2024 | 66.20% |
August 31, 2024 | 66.20% |
July 31, 2024 | 66.20% |
June 30, 2024 | 66.20% |
May 31, 2024 | 66.20% |
April 30, 2024 | 66.20% |
March 31, 2024 | 66.20% |
February 29, 2024 | 66.20% |
January 31, 2024 | 66.20% |
December 31, 2023 | 66.20% |
November 30, 2023 | 66.20% |
October 31, 2023 | 66.20% |
September 30, 2023 | 66.20% |
August 31, 2023 | 66.20% |
July 31, 2023 | 66.20% |
June 30, 2023 | 66.20% |
May 31, 2023 | 66.20% |
April 30, 2023 | 66.20% |
March 31, 2023 | 66.20% |
February 28, 2023 | 66.20% |
January 31, 2023 | 66.20% |
December 31, 2022 | 66.20% |
November 30, 2022 | 66.20% |
October 31, 2022 | 66.20% |
Date | Value |
---|---|
September 30, 2022 | 66.20% |
August 31, 2022 | 66.20% |
July 31, 2022 | 66.20% |
June 30, 2022 | 66.20% |
May 31, 2022 | 61.46% |
April 30, 2022 | 56.99% |
March 31, 2022 | 54.40% |
February 28, 2022 | 49.66% |
January 31, 2022 | 49.66% |
December 31, 2021 | 49.66% |
November 30, 2021 | 49.66% |
October 31, 2021 | 49.66% |
September 30, 2021 | 49.66% |
August 31, 2021 | 49.66% |
July 31, 2021 | 49.66% |
June 30, 2021 | 49.66% |
May 31, 2021 | 49.66% |
April 30, 2021 | 49.66% |
March 31, 2021 | 49.66% |
February 28, 2021 | 49.66% |
January 31, 2021 | 49.66% |
December 31, 2020 | 49.66% |
November 30, 2020 | 49.66% |
October 31, 2020 | 49.66% |
September 30, 2020 | 49.66% |
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
27.82%
Minimum
Nov 2019
66.20%
Maximum
Jun 2022
56.49%
Average
59.22%
Median
Max Drawdown (5Y) Benchmarks
Paychex Inc | 44.15% |
Paycom Software Inc | 74.44% |
Intuit Inc | 49.01% |
SPS Commerce Inc | 47.62% |
Paylocity Holding Corp | 56.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.74 |
Beta (5Y) | 1.270 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.16% |
Historical Sharpe Ratio (5Y) | 0.1341 |
Historical Sortino (5Y) | 0.2156 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.76% |