Dayforce Inc (DAY)
78.70
+2.79
(+3.68%)
USD |
NYSE |
Nov 21, 16:00
78.59
-0.11
(-0.14%)
After-Hours: 20:00
Dayforce 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
--
Minimum
--
Maximum
--
Average
--
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% |