Paycom Software Inc (PAYC)
230.32
+3.30
(+1.45%)
USD |
NYSE |
Nov 22, 16:00
230.60
+0.28
(+0.12%)
After-Hours: 20:00
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% |
Microsoft Corp | 37.14% |
Paylocity Holding Corp | 56.88% |
Workiva Inc | 62.73% |
Dayforce Inc | -- |
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% |