Paycom Software Inc (PAYC)
184.87
-1.99
(-1.06%)
USD |
NYSE |
Apr 18, 16:00
184.25
-0.62
(-0.34%)
Pre-Market: 09:07
Paycom Software Max Drawdown (5Y): 72.69% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 72.69% |
| February 29, 2024 | 72.69% |
| January 31, 2024 | 72.69% |
| December 31, 2023 | 72.69% |
| November 30, 2023 | 72.69% |
| October 31, 2023 | 56.49% |
| September 30, 2023 | 54.04% |
| August 31, 2023 | 53.01% |
| July 31, 2023 | 53.01% |
| June 30, 2023 | 53.01% |
| May 31, 2023 | 53.01% |
| April 30, 2023 | 53.01% |
| March 31, 2023 | 53.01% |
| February 28, 2023 | 53.01% |
| January 31, 2023 | 53.01% |
| December 31, 2022 | 53.01% |
| November 30, 2022 | 53.01% |
| October 31, 2022 | 53.01% |
| September 30, 2022 | 53.01% |
| August 31, 2022 | 53.01% |
| July 31, 2022 | 53.01% |
| June 30, 2022 | 53.01% |
| May 31, 2022 | 51.89% |
| April 30, 2022 | 51.14% |
| March 31, 2022 | 51.14% |
| Date | Value |
|---|---|
| February 28, 2022 | 51.14% |
| January 31, 2022 | 51.14% |
| December 31, 2021 | 51.14% |
| November 30, 2021 | 51.14% |
| October 31, 2021 | 51.14% |
| September 30, 2021 | 51.14% |
| August 31, 2021 | 51.14% |
| July 31, 2021 | 51.14% |
| June 30, 2021 | 51.14% |
| May 31, 2021 | 51.14% |
| April 30, 2021 | 51.14% |
| March 31, 2021 | 51.14% |
| February 28, 2021 | 51.14% |
| January 31, 2021 | 51.14% |
| December 31, 2020 | 51.14% |
| November 30, 2020 | 51.14% |
| October 31, 2020 | 51.14% |
| September 30, 2020 | 51.14% |
| August 31, 2020 | 51.14% |
| July 31, 2020 | 51.14% |
| June 30, 2020 | 51.14% |
| May 31, 2020 | 51.14% |
| April 30, 2020 | 51.14% |
| March 31, 2020 | 50.80% |
| February 29, 2020 | 50.80% |
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
50.80%
Minimum
Apr 2019
72.69%
Maximum
Nov 2023
53.49%
Average
51.14%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Workday Inc | 55.92% |
| Cloudflare Inc | -- |
| Intuit Inc | 49.01% |
| Paylocity Holding Corp | 53.59% |
| Alarm.com Holdings Inc | 57.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.12 |
| Beta (5Y) | 1.171 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.74% |
| Historical Sharpe Ratio (5Y) | -0.0175 |
| Historical Sortino (5Y) | -0.0281 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.12% |