Dayforce Inc (DAY)
58.87
-0.09
(-0.15%)
USD |
NYSE |
May 09, 12:53
Dayforce Max Drawdown (5Y): 66.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 49.66% |
| July 31, 2020 | 49.66% |
| June 30, 2020 | 49.66% |
| May 31, 2020 | 49.66% |
| April 30, 2020 | 49.66% |
| March 31, 2020 | 43.32% |
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
May 2019
66.20%
Maximum
Jun 2022
52.65%
Average
49.66%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Tyler Technologies Inc | 47.85% |
| PTC Inc | 54.37% |
| Datadog Inc | -- |
| ZoomInfo Technologies Inc | -- |
| Jamf Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.64 |
| Beta (5Y) | 1.302 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.27% |
| Historical Sharpe Ratio (5Y) | 0.0201 |
| Historical Sortino (5Y) | 0.0335 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.18% |