Infosys Ltd (INFY)
17.17
-0.13
(-0.75%)
USD |
NYSE |
Apr 23, 16:00
17.17
0.00 (0.00%)
After-Hours: 20:00
Infosys Max Drawdown (5Y): 42.32% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 42.32% |
| February 29, 2024 | 42.32% |
| January 31, 2024 | 42.32% |
| December 31, 2023 | 42.32% |
| November 30, 2023 | 42.32% |
| October 31, 2023 | 42.32% |
| September 30, 2023 | 42.32% |
| August 31, 2023 | 42.32% |
| July 31, 2023 | 42.32% |
| June 30, 2023 | 42.32% |
| May 31, 2023 | 42.32% |
| April 30, 2023 | 42.32% |
| March 31, 2023 | 41.78% |
| February 28, 2023 | 41.78% |
| January 31, 2023 | 41.78% |
| December 31, 2022 | 41.78% |
| November 30, 2022 | 41.78% |
| October 31, 2022 | 41.78% |
| September 30, 2022 | 41.78% |
| August 31, 2022 | 41.78% |
| July 31, 2022 | 41.78% |
| June 30, 2022 | 41.78% |
| May 31, 2022 | 41.78% |
| April 30, 2022 | 41.78% |
| March 31, 2022 | 41.78% |
| Date | Value |
|---|---|
| February 28, 2022 | 41.78% |
| January 31, 2022 | 41.78% |
| December 31, 2021 | 41.78% |
| November 30, 2021 | 41.78% |
| October 31, 2021 | 41.78% |
| September 30, 2021 | 41.78% |
| August 31, 2021 | 41.78% |
| July 31, 2021 | 41.78% |
| June 30, 2021 | 41.78% |
| May 31, 2021 | 41.78% |
| April 30, 2021 | 41.78% |
| March 31, 2021 | 41.78% |
| February 28, 2021 | 41.78% |
| January 31, 2021 | 41.78% |
| December 31, 2020 | 41.78% |
| November 30, 2020 | 41.78% |
| October 31, 2020 | 41.78% |
| September 30, 2020 | 41.78% |
| August 31, 2020 | 41.78% |
| July 31, 2020 | 41.78% |
| June 30, 2020 | 41.78% |
| May 31, 2020 | 41.78% |
| April 30, 2020 | 41.78% |
| March 31, 2020 | 41.78% |
| February 29, 2020 | 30.60% |
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
30.60%
Minimum
Apr 2019
42.32%
Maximum
Apr 2023
39.84%
Average
41.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Wipro Ltd | 55.94% |
| Canaan Inc | -- |
| WNS (Holdings) Ltd | 54.03% |
| VNET Group Inc | 96.67% |
| Aurora Mobile Ltd | 98.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.180 |
| Beta (5Y) | 0.936 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.98% |
| Historical Sharpe Ratio (5Y) | 0.3563 |
| Historical Sortino (5Y) | 0.508 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.82% |