Infosys Ltd (INFY)

22.73 -0.69 (-2.95%) USD  |  NYSE  |  Dec 20, 16:00
22.75 +0.02 (+0.09%) Pre-Market: 20:00
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Infosys Max Drawdown (5Y): 42.32% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Wipro Ltd 55.94%
WNS (Holdings) Ltd 56.89%
JinkoSolar Holding Co Ltd 77.83%
Aurora Mobile Ltd 98.99%
Canaan Inc 97.93%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.639
Beta (5Y) 1.005
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.43%
Historical Sharpe Ratio (5Y) 0.5746
Historical Sortino (5Y) 0.8598
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.00%