EPAM Systems Inc (EPAM)

239.11 -8.81 (-3.55%) USD  |  NYSE  |  Dec 18, 16:00
242.59 +3.48 (+1.46%) Pre-Market: 08:02
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EPAM Systems Max Drawdown (5Y): 76.27% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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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) -19.51
Beta (5Y) 1.494
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 51.25%
Historical Sharpe Ratio (5Y) 0.0088
Historical Sortino (5Y) 0.0122
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.82%