Evertec Inc (EVTC)
38.84
+0.20
(+0.53%)
USD |
NYSE |
Apr 24, 16:00
38.82
-0.02
(-0.06%)
After-Hours: 19:37
Evertec Max Drawdown (5Y): 48.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 48.07% |
| February 29, 2024 | 48.07% |
| January 31, 2024 | 48.07% |
| December 31, 2023 | 48.07% |
| November 30, 2023 | 48.07% |
| October 31, 2023 | 48.07% |
| September 30, 2023 | 48.07% |
| August 31, 2023 | 48.07% |
| July 31, 2023 | 48.07% |
| June 30, 2023 | 48.07% |
| May 31, 2023 | 48.07% |
| April 30, 2023 | 48.07% |
| March 31, 2023 | 48.07% |
| February 28, 2023 | 48.07% |
| January 31, 2023 | 48.07% |
| December 31, 2022 | 48.07% |
| November 30, 2022 | 48.07% |
| October 31, 2022 | 48.07% |
| September 30, 2022 | 48.07% |
| August 31, 2022 | 48.07% |
| July 31, 2022 | 48.07% |
| June 30, 2022 | 48.07% |
| May 31, 2022 | 48.07% |
| April 30, 2022 | 48.07% |
| March 31, 2022 | 48.07% |
| Date | Value |
|---|---|
| February 28, 2022 | 48.07% |
| January 31, 2022 | 48.07% |
| December 31, 2021 | 48.07% |
| November 30, 2021 | 48.07% |
| October 31, 2021 | 48.07% |
| September 30, 2021 | 48.07% |
| August 31, 2021 | 48.07% |
| July 31, 2021 | 48.07% |
| June 30, 2021 | 48.07% |
| May 31, 2021 | 48.07% |
| April 30, 2021 | 48.07% |
| March 31, 2021 | 48.07% |
| February 28, 2021 | 48.07% |
| January 31, 2021 | 48.14% |
| December 31, 2020 | 48.14% |
| November 30, 2020 | 54.98% |
| October 31, 2020 | 54.98% |
| September 30, 2020 | 54.98% |
| August 31, 2020 | 54.98% |
| July 31, 2020 | 54.98% |
| June 30, 2020 | 54.98% |
| May 31, 2020 | 54.98% |
| April 30, 2020 | 54.98% |
| March 31, 2020 | 54.98% |
| February 29, 2020 | 54.98% |
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
48.07%
Minimum
Feb 2021
54.98%
Maximum
Apr 2019
50.38%
Average
48.07%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| BOTS Inc | 99.97% |
| MOJO Data Solutions Inc | 99.96% |
| Cognizant Technology Solutions Corp | 49.77% |
| Super Micro Computer Inc | 60.35% |
| ZoomInfo Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.609 |
| Beta (5Y) | 1.203 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.05% |
| Historical Sharpe Ratio (5Y) | 0.1964 |
| Historical Sortino (5Y) | 0.2919 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.08% |