eGain Corp (EGAN)
5.16
+0.11
(+2.18%)
USD |
NASDAQ |
Nov 21, 16:00
5.32
+0.16
(+3.10%)
After-Hours: 20:00
eGain Max Drawdown (5Y): 75.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.77% |
| September 30, 2024 | 75.22% |
| August 31, 2024 | 71.87% |
| July 31, 2024 | 71.87% |
| June 30, 2024 | 71.87% |
| May 31, 2024 | 71.87% |
| April 30, 2024 | 71.87% |
| March 31, 2024 | 71.87% |
| February 29, 2024 | 71.87% |
| January 31, 2024 | 71.87% |
| December 31, 2023 | 71.87% |
| November 30, 2023 | 71.87% |
| October 31, 2023 | 71.87% |
| September 30, 2023 | 71.87% |
| August 31, 2023 | 71.87% |
| July 31, 2023 | 71.87% |
| June 30, 2023 | 71.87% |
| May 31, 2023 | 71.87% |
| April 30, 2023 | 71.87% |
| March 31, 2023 | 71.87% |
| February 28, 2023 | 71.87% |
| January 31, 2023 | 71.87% |
| December 31, 2022 | 71.87% |
| November 30, 2022 | 76.77% |
| October 31, 2022 | 80.97% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.94% |
| August 31, 2022 | 88.71% |
| July 31, 2022 | 90.00% |
| June 30, 2022 | 90.00% |
| May 31, 2022 | 90.32% |
| April 30, 2022 | 90.32% |
| March 31, 2022 | 91.61% |
| February 28, 2022 | 91.61% |
| January 31, 2022 | 91.61% |
| December 31, 2021 | 91.61% |
| November 30, 2021 | 91.61% |
| October 31, 2021 | 91.61% |
| September 30, 2021 | 91.61% |
| August 31, 2021 | 91.61% |
| July 31, 2021 | 91.61% |
| June 30, 2021 | 91.61% |
| May 31, 2021 | 91.61% |
| April 30, 2021 | 91.61% |
| March 31, 2021 | 91.61% |
| February 28, 2021 | 91.61% |
| January 31, 2021 | 91.61% |
| December 31, 2020 | 91.61% |
| November 30, 2020 | 91.61% |
| October 31, 2020 | 91.61% |
| September 30, 2020 | 91.61% |
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
71.87%
Minimum
Dec 2022
91.61%
Maximum
Nov 2019
83.43%
Average
90.32%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Intapp 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) | -16.23 |
| Beta (5Y) | 0.4430 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.05% |
| Historical Sharpe Ratio (5Y) | -0.2143 |
| Historical Sortino (5Y) | -0.3168 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.76% |