ExlService Holdings Inc (EXLS)
31.79
+0.51
(+1.63%)
USD |
NASDAQ |
Mar 28, 16:00
31.78
-0.01
(-0.03%)
After-Hours: 20:00
ExlService Holdings Max Drawdown (5Y): 46.23% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 46.23% |
July 31, 2020 | 46.23% |
June 30, 2020 | 46.23% |
May 31, 2020 | 46.23% |
April 30, 2020 | 46.23% |
March 31, 2020 | 46.23% |
February 29, 2020 | 26.47% |
January 31, 2020 | 26.47% |
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
Mar 2019
46.23%
Maximum
Mar 2020
42.28%
Average
46.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cognizant Technology Solutions Corp | 49.77% |
Grid Dynamics Holdings Inc | 80.77% |
Castellum Inc | 99.97% |
BM Technologies Inc | -- |
Marti Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.079 |
Beta (5Y) | 0.9685 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.35% |
Historical Sharpe Ratio (5Y) | 0.5898 |
Historical Sortino (5Y) | 0.7121 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.87% |