EPAM Systems, Inc. (EPAM)
111.29
+0.95
(+0.86%)
USD |
NYSE |
Aug 24, 16:00
111.29
0.00 (0.00%)
After-Hours: 20:00
EPAM Systems Max Drawdown (5Y) : 89.40% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 89.40% |
| June 30, 2026 | 89.40% |
| May 31, 2026 | 87.50% |
| April 30, 2026 | 84.26% |
| March 31, 2026 | 82.05% |
| February 28, 2026 | 82.05% |
| January 31, 2026 | 80.18% |
| December 31, 2025 | 80.18% |
| November 30, 2025 | 80.18% |
| October 31, 2025 | 80.18% |
| September 30, 2025 | 80.02% |
| August 31, 2025 | 80.02% |
| July 31, 2025 | 80.02% |
| June 30, 2025 | 80.02% |
| May 31, 2025 | 80.02% |
| April 30, 2025 | 80.02% |
| March 31, 2025 | 76.47% |
| February 28, 2025 | 76.27% |
| January 31, 2025 | 76.27% |
| December 31, 2024 | 76.27% |
| November 30, 2024 | 76.27% |
| October 31, 2024 | 76.27% |
| September 30, 2024 | 76.27% |
| August 31, 2024 | 76.27% |
| July 31, 2024 | 76.27% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 75.64% |
| August 31, 2022 | 75.64% |
| July 31, 2022 | 75.64% |
| June 30, 2022 | 75.64% |
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
| International Business Machines Corp. | 37.50% |
| CSP, Inc. | 71.38% |
| Unisys Corp. | 92.90% |
| WidePoint Corp. | 88.89% |
| Crexendo, Inc. | 88.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.81 |
| Beta (5Y) | 1.389 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.16% |
| Historical Sharpe Ratio (5Y) | -0.5806 |
| Historical Sortino (5Y) | -0.8913 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.01% |