Amdocs Ltd (DOX)

86.99 +0.84 (+0.98%) USD  |  NASDAQ  |  Dec 20, 16:00
87.00 +0.01 (+0.01%) After-Hours: 20:00
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Amdocs Max Drawdown (5Y): 39.36% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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RingCentral Inc 94.29%
Twilio Inc 90.36%
WidePoint Corp 88.89%
Intellinetics Inc 96.76%
Signing Day Sports Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.305
Beta (5Y) 0.7167
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.73%
Historical Sharpe Ratio (5Y) 0.1877
Historical Sortino (5Y) 0.2502
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.80%