Paycom Software Inc (PAYC)
211.46
+0.81
(+0.38%)
USD |
NYSE |
Nov 04, 16:00
212.20
+0.74
(+0.35%)
Pre-Market: 07:34
Paycom Software Max Drawdown (5Y): 74.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.44% |
| September 30, 2024 | 74.44% |
| August 31, 2024 | 74.44% |
| July 31, 2024 | 74.44% |
| June 30, 2024 | 74.29% |
| May 31, 2024 | 73.50% |
| April 30, 2024 | 72.69% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
74.44%
Maximum
Jul 2024
56.20%
Average
51.52%
Median
Max Drawdown (5Y) Benchmarks
| Paychex Inc | 44.15% |
| Paylocity Holding Corp | 56.88% |
| Workiva Inc | 62.73% |
| Dayforce Inc | 66.20% |
| Automatic Data Processing Inc | 39.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.04 |
| Beta (5Y) | 1.136 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.03% |
| Historical Sharpe Ratio (5Y) | -0.0505 |
| Historical Sortino (5Y) | -0.0799 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.63% |