Amdocs Ltd (DOX)
86.01
+0.19
(+0.22%)
USD |
NASDAQ |
Apr 25, 16:00
86.01
0.00 (0.00%)
After-Hours: 20:00
Amdocs Max Drawdown (5Y): 28.21% for March 31, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
| CSP Inc | 61.71% |
| WidePoint Corp | 88.89% |
| Intellinetics Inc | 96.69% |
| Data Storage Corp | 95.10% |
| Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.007 |
| Beta (5Y) | 0.5858 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.34% |
| Historical Sharpe Ratio (5Y) | 0.5982 |
| Historical Sortino (5Y) | 1.050 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.59% |