Paychex Inc (PAYX)
121.97
-0.55
(-0.45%)
USD |
NASDAQ |
Apr 25, 16:00
121.88
-0.09
(-0.07%)
Pre-Market: 08:01
Paychex Max Drawdown (5Y): 44.15% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.15% |
February 29, 2024 | 44.15% |
January 31, 2024 | 44.15% |
December 31, 2023 | 44.15% |
November 30, 2023 | 44.15% |
October 31, 2023 | 44.15% |
September 30, 2023 | 44.15% |
August 31, 2023 | 44.15% |
July 31, 2023 | 44.15% |
June 30, 2023 | 44.15% |
May 31, 2023 | 44.15% |
April 30, 2023 | 44.15% |
March 31, 2023 | 44.15% |
February 28, 2023 | 44.15% |
January 31, 2023 | 44.15% |
December 31, 2022 | 44.15% |
November 30, 2022 | 44.15% |
October 31, 2022 | 44.15% |
September 30, 2022 | 44.15% |
August 31, 2022 | 44.15% |
July 31, 2022 | 44.15% |
June 30, 2022 | 44.15% |
May 31, 2022 | 44.15% |
April 30, 2022 | 44.15% |
March 31, 2022 | 44.15% |
Date | Value |
---|---|
February 28, 2022 | 44.15% |
January 31, 2022 | 44.15% |
December 31, 2021 | 44.15% |
November 30, 2021 | 44.15% |
October 31, 2021 | 44.15% |
September 30, 2021 | 44.15% |
August 31, 2021 | 44.15% |
July 31, 2021 | 44.15% |
June 30, 2021 | 44.15% |
May 31, 2021 | 44.15% |
April 30, 2021 | 44.15% |
March 31, 2021 | 44.15% |
February 28, 2021 | 44.15% |
January 31, 2021 | 44.15% |
December 31, 2020 | 44.15% |
November 30, 2020 | 44.15% |
October 31, 2020 | 44.15% |
September 30, 2020 | 44.15% |
August 31, 2020 | 44.15% |
July 31, 2020 | 44.15% |
June 30, 2020 | 44.15% |
May 31, 2020 | 44.15% |
April 30, 2020 | 44.15% |
March 31, 2020 | 44.15% |
February 29, 2020 | 17.39% |
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
17.39%
Minimum
Apr 2019
44.15%
Maximum
Mar 2020
39.25%
Average
44.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Automatic Data Processing Inc | 39.40% |
Cintas Corp | 48.38% |
Seafarer Exploration Corp | 86.47% |
Cass Information Systems Inc | 50.90% |
Resources Connection Inc | 50.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.163 |
Beta (5Y) | 0.9349 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.45% |
Historical Sharpe Ratio (5Y) | 0.3946 |
Historical Sortino (5Y) | 0.5052 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.35% |