Infosys Ltd (INFY)
18.17
-0.50
(-2.68%)
USD |
NYSE |
Mar 28, 16:00
18.18
0.00 (0.00%)
After-Hours: 20:00
Infosys Max Drawdown (5Y): 42.32% for Feb. 28, 2025
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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
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Max Drawdown (5Y) Benchmarks
| Wipro Ltd | 55.94% |
| VNET Group Inc | 96.67% |
| Aurora Mobile Ltd | 98.99% |
| Canaan Inc | 97.93% |
| Himax Technologies Inc | 85.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6121 |
| Beta (5Y) | 1.014 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.44% |
| Historical Sharpe Ratio (5Y) | 0.5317 |
| Historical Sortino (5Y) | 1.007 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.21% |