EPAM Systems, Inc. (EPAM)
117.91
+3.39
(+2.96%)
USD |
NYSE |
Sep 11, 16:00
119.69
+1.78
(+1.51%)
Pre-Market: 04:48
EPAM Systems Max Drawdown (5Y) : 89.40% for Aug. 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 |
|---|---|
| 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% |
| August 31, 2024 | 76.27% |
| Date | Value |
|---|---|
| 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% |
| July 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
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Minimum
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Maximum
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Average
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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) | -44.83 |
| Beta (5Y) | 1.385 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.49% |
| Historical Sharpe Ratio (5Y) | -0.5815 |
| Historical Sortino (5Y) | -0.8981 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.01% |