Amdocs Ltd. (DOX)
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Oct 02, 16:00
58.12
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Pre-Market: 20:00
Amdocs Max Drawdown (5Y) : 46.13% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 46.13% |
| August 31, 2026 | 46.13% |
| July 31, 2026 | 46.13% |
| June 30, 2026 | 46.13% |
| May 31, 2026 | 35.26% |
| April 30, 2026 | 31.95% |
| March 31, 2026 | 31.80% |
| February 28, 2026 | 28.84% |
| January 31, 2026 | 23.06% |
| December 31, 2025 | 23.06% |
| November 30, 2025 | 23.06% |
| October 31, 2025 | 23.78% |
| September 30, 2025 | 26.51% |
| August 31, 2025 | 26.51% |
| July 31, 2025 | 26.51% |
| June 30, 2025 | 26.51% |
| May 31, 2025 | 26.51% |
| April 30, 2025 | 26.51% |
| March 31, 2025 | 28.21% |
| February 28, 2025 | 39.36% |
| January 31, 2025 | 39.36% |
| December 31, 2024 | 39.36% |
| November 30, 2024 | 39.36% |
| October 31, 2024 | 39.36% |
| September 30, 2024 | 39.36% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 39.36% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Cognizant Technology Solutions Corp. | 56.12% |
| Fastly, Inc. | 96.12% |
| VeriSign, Inc. | 38.85% |
| Life's Time Capsule Services, Inc. | 98.87% |
| Visium Technologies, Inc. | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.34 |
| Beta (5Y) | 0.4371 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.46% |
| Historical Sharpe Ratio (5Y) | -0.3404 |
| Historical Sortino (5Y) | -0.5197 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.29% |