EPAM Systems Inc (EPAM)
159.12
+1.09
(+0.69%)
USD |
NYSE |
Apr 25, 16:00
159.06
-0.06
(-0.04%)
After-Hours: 20:00
EPAM Systems Max Drawdown (5Y): 76.47% for March 31, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
| Cognizant Technology Solutions Corp | 47.61% |
| Palantir Technologies Inc | -- |
| F5 Inc | 47.42% |
| Upbound Group Inc | 71.97% |
| Grid Dynamics Holdings Inc | 80.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.47 |
| Beta (5Y) | 1.687 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.23% |
| Historical Sharpe Ratio (5Y) | -0.0875 |
| Historical Sortino (5Y) | -0.1231 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.84% |