eGain Corp (EGAN)

5.40 -0.14 (-2.53%) USD  |  NASDAQ  |  Dec 24, 16:00
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eGain Max Drawdown (5Y): 75.77% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Vertex Inc --
Automatic Data Processing Inc 39.40%
Autodesk Inc 51.99%
Inuvo Inc 95.07%
Issuer Direct Corp 76.34%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -15.48
Beta (5Y) 0.4600
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 49.14%
Historical Sharpe Ratio (5Y) -0.1899
Historical Sortino (5Y) -0.2792
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.76%