EPAM Systems Inc (EPAM)
245.14
-3.56
(-1.43%)
USD |
NYSE |
Nov 14, 16:00
241.33
-3.82
(-1.56%)
After-Hours: 20:00
EPAM Systems Max Drawdown (5Y): 76.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.27% |
| September 30, 2024 | 76.27% |
| August 31, 2024 | 76.27% |
| July 31, 2024 | 76.27% |
| June 30, 2024 | 76.27% |
| May 31, 2024 | 75.64% |
| April 30, 2024 | 75.64% |
| March 31, 2024 | 75.64% |
| February 29, 2024 | 75.64% |
| January 31, 2024 | 75.64% |
| December 31, 2023 | 75.64% |
| November 30, 2023 | 75.64% |
| October 31, 2023 | 75.64% |
| September 30, 2023 | 75.64% |
| August 31, 2023 | 75.64% |
| July 31, 2023 | 75.64% |
| June 30, 2023 | 75.64% |
| May 31, 2023 | 75.64% |
| April 30, 2023 | 75.64% |
| March 31, 2023 | 75.64% |
| February 28, 2023 | 75.64% |
| January 31, 2023 | 75.64% |
| December 31, 2022 | 75.64% |
| November 30, 2022 | 75.64% |
| October 31, 2022 | 75.64% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.64% |
| August 31, 2022 | 75.64% |
| July 31, 2022 | 75.64% |
| June 30, 2022 | 75.64% |
| May 31, 2022 | 75.64% |
| April 30, 2022 | 75.64% |
| March 31, 2022 | 75.64% |
| February 28, 2022 | 71.04% |
| January 31, 2022 | 39.59% |
| December 31, 2021 | 33.28% |
| November 30, 2021 | 33.28% |
| October 31, 2021 | 33.28% |
| September 30, 2021 | 33.28% |
| August 31, 2021 | 33.28% |
| July 31, 2021 | 33.28% |
| June 30, 2021 | 33.28% |
| May 31, 2021 | 33.28% |
| April 30, 2021 | 33.28% |
| March 31, 2021 | 33.28% |
| February 28, 2021 | 33.28% |
| January 31, 2021 | 33.28% |
| December 31, 2020 | 33.28% |
| November 30, 2020 | 33.28% |
| October 31, 2020 | 33.28% |
| September 30, 2020 | 33.28% |
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
30.91%
Minimum
Nov 2019
76.27%
Maximum
Jun 2024
56.50%
Average
75.64%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Freshworks Inc | -- |
| Cognizant Technology Solutions Corp | 49.77% |
| Zscaler Inc | 76.41% |
| Clearwater Analytics Holdings Inc | -- |
| GitLab Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.77 |
| Beta (5Y) | 1.457 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.52% |
| Historical Sharpe Ratio (5Y) | -0.019 |
| Historical Sortino (5Y) | -0.0261 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.82% |