ExlService Holdings Inc (EXLS)
45.66
+1.28
(+2.88%)
USD |
NASDAQ |
Nov 21, 16:00
45.65
-0.01
(-0.02%)
After-Hours: 20:00
ExlService Holdings Max Drawdown (5Y): 46.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 46.23% |
September 30, 2024 | 46.23% |
August 31, 2024 | 46.23% |
July 31, 2024 | 46.23% |
June 30, 2024 | 46.23% |
May 31, 2024 | 46.23% |
April 30, 2024 | 46.23% |
March 31, 2024 | 46.23% |
February 29, 2024 | 46.23% |
January 31, 2024 | 46.23% |
December 31, 2023 | 46.23% |
November 30, 2023 | 46.23% |
October 31, 2023 | 46.23% |
September 30, 2023 | 46.23% |
August 31, 2023 | 46.23% |
July 31, 2023 | 46.23% |
June 30, 2023 | 46.23% |
May 31, 2023 | 46.23% |
April 30, 2023 | 46.23% |
March 31, 2023 | 46.23% |
February 28, 2023 | 46.23% |
January 31, 2023 | 46.23% |
December 31, 2022 | 46.23% |
November 30, 2022 | 46.23% |
October 31, 2022 | 46.23% |
Date | Value |
---|---|
September 30, 2022 | 46.23% |
August 31, 2022 | 46.23% |
July 31, 2022 | 46.23% |
June 30, 2022 | 46.23% |
May 31, 2022 | 46.23% |
April 30, 2022 | 46.23% |
March 31, 2022 | 46.23% |
February 28, 2022 | 46.23% |
January 31, 2022 | 46.23% |
December 31, 2021 | 46.23% |
November 30, 2021 | 46.23% |
October 31, 2021 | 46.23% |
September 30, 2021 | 46.23% |
August 31, 2021 | 46.23% |
July 31, 2021 | 46.23% |
June 30, 2021 | 46.23% |
May 31, 2021 | 46.23% |
April 30, 2021 | 46.23% |
March 31, 2021 | 46.23% |
February 28, 2021 | 46.23% |
January 31, 2021 | 46.23% |
December 31, 2020 | 46.23% |
November 30, 2020 | 46.23% |
October 31, 2020 | 46.23% |
September 30, 2020 | 46.23% |
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
26.47%
Minimum
Nov 2019
46.23%
Maximum
Mar 2020
44.91%
Average
46.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cognizant Technology Solutions Corp | 49.77% |
The Hackett Group Inc | 56.07% |
Castellum Inc | 99.67% |
BM Technologies Inc | -- |
Marti Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.376 |
Beta (5Y) | 0.9892 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.85% |
Historical Sharpe Ratio (5Y) | 0.6954 |
Historical Sortino (5Y) | 0.854 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.87% |