EPAM Systems, Inc. (EPAM)
108.29
-6.06
(-5.30%)
USD |
NYSE |
Oct 02, 16:00
108.36
+0.07
(+0.06%)
After-Hours: 20:00
EPAM Systems Max Drawdown (5Y) : 89.40% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 89.40% |
| August 31, 2026 | 89.40% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 75.64% |
| August 31, 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| CSP, Inc. | 73.36% |
| International Business Machines Corp. | 37.50% |
| Unisys Corp. | 92.90% |
| WidePoint Corp. | 88.89% |
| Crexendo, Inc. | 88.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -45.93 |
| Beta (5Y) | 1.388 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.78% |
| Historical Sharpe Ratio (5Y) | -0.5746 |
| Historical Sortino (5Y) | -0.8907 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.01% |