Amdocs Ltd (DOX)
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+1.47
(+1.76%)
USD |
NASDAQ |
Nov 21, 16:00
85.15
-0.05
(-0.06%)
After-Hours: 20:00
Amdocs Max Drawdown (5Y): 39.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 39.36% |
| September 30, 2024 | 39.36% |
| August 31, 2024 | 39.36% |
| July 31, 2024 | 39.36% |
| June 30, 2024 | 39.36% |
| May 31, 2024 | 39.36% |
| April 30, 2024 | 39.36% |
| March 31, 2024 | 39.36% |
| February 29, 2024 | 39.36% |
| January 31, 2024 | 39.36% |
| December 31, 2023 | 39.36% |
| November 30, 2023 | 39.36% |
| October 31, 2023 | 39.36% |
| September 30, 2023 | 39.36% |
| August 31, 2023 | 39.36% |
| July 31, 2023 | 39.36% |
| June 30, 2023 | 39.36% |
| May 31, 2023 | 39.36% |
| April 30, 2023 | 39.36% |
| March 31, 2023 | 39.36% |
| February 28, 2023 | 39.36% |
| January 31, 2023 | 39.36% |
| December 31, 2022 | 39.36% |
| November 30, 2022 | 39.36% |
| October 31, 2022 | 39.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.36% |
| August 31, 2022 | 39.36% |
| July 31, 2022 | 39.36% |
| June 30, 2022 | 39.36% |
| May 31, 2022 | 39.36% |
| April 30, 2022 | 39.36% |
| March 31, 2022 | 39.36% |
| February 28, 2022 | 39.36% |
| January 31, 2022 | 39.36% |
| December 31, 2021 | 39.36% |
| November 30, 2021 | 39.36% |
| October 31, 2021 | 39.36% |
| September 30, 2021 | 39.36% |
| August 31, 2021 | 39.36% |
| July 31, 2021 | 39.36% |
| June 30, 2021 | 39.36% |
| May 31, 2021 | 39.36% |
| April 30, 2021 | 39.36% |
| March 31, 2021 | 39.36% |
| February 28, 2021 | 39.36% |
| January 31, 2021 | 39.36% |
| December 31, 2020 | 39.36% |
| November 30, 2020 | 39.36% |
| October 31, 2020 | 39.36% |
| September 30, 2020 | 39.36% |
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
22.67%
Minimum
Nov 2019
39.36%
Maximum
Mar 2020
38.25%
Average
39.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CDW Corp | 44.83% |
| Science Applications International Corp | 45.92% |
| RingCentral Inc | 94.29% |
| HubSpot Inc | 69.95% |
| Twilio Inc | 90.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.635 |
| Beta (5Y) | 0.7369 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.67% |
| Historical Sharpe Ratio (5Y) | 0.2592 |
| Historical Sortino (5Y) | 0.3418 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.75% |