EPAM Systems Inc (EPAM)
246.00
-1.22
(-0.49%)
USD |
NYSE |
Apr 19, 16:00
246.00
0.00 (0.00%)
After-Hours: 20:00
EPAM Systems Max Drawdown (5Y): 75.64% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| May 31, 2022 | 75.64% |
| April 30, 2022 | 75.64% |
| March 31, 2022 | 75.64% |
| Date | Value |
|---|---|
| February 28, 2022 | 71.04% |
| January 31, 2022 | 39.59% |
| December 31, 2021 | 33.28% |
| November 30, 2021 | 33.28% |
| October 31, 2021 | 33.28% |
| September 30, 2021 | 33.28% |
| August 31, 2021 | 33.28% |
| July 31, 2021 | 33.28% |
| June 30, 2021 | 33.28% |
| May 31, 2021 | 33.28% |
| April 30, 2021 | 33.28% |
| March 31, 2021 | 33.28% |
| February 28, 2021 | 33.28% |
| January 31, 2021 | 33.28% |
| December 31, 2020 | 33.28% |
| November 30, 2020 | 33.28% |
| October 31, 2020 | 33.28% |
| September 30, 2020 | 33.28% |
| August 31, 2020 | 33.28% |
| July 31, 2020 | 33.28% |
| June 30, 2020 | 33.28% |
| May 31, 2020 | 33.28% |
| April 30, 2020 | 33.28% |
| March 31, 2020 | 33.28% |
| February 29, 2020 | 30.91% |
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
30.91%
Minimum
Apr 2019
75.64%
Maximum
Mar 2022
51.23%
Average
33.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| F5 Inc | 54.59% |
| Dynatrace Inc | -- |
| Palantir Technologies Inc | -- |
| Castellum Inc | 99.97% |
| BM Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.42 |
| Beta (5Y) | 1.434 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.53% |
| Historical Sharpe Ratio (5Y) | 0.1712 |
| Historical Sortino (5Y) | 0.2258 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.49% |