Paychex Inc (PAYX)
139.68
+0.59
(+0.42%)
USD |
NASDAQ |
Nov 04, 16:00
139.68
0.00 (0.00%)
After-Hours: 07:38
Paychex Max Drawdown (5Y): 44.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.15% |
| September 30, 2024 | 44.15% |
| August 31, 2024 | 44.15% |
| July 31, 2024 | 44.15% |
| June 30, 2024 | 44.15% |
| May 31, 2024 | 44.15% |
| April 30, 2024 | 44.15% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
44.15%
Maximum
Mar 2020
42.37%
Average
44.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Paylocity Holding Corp | 56.88% |
| Paycom Software Inc | 74.44% |
| Dayforce Inc | 66.20% |
| Automatic Data Processing Inc | 39.40% |
| Workiva Inc | 62.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.349 |
| Beta (5Y) | 0.9904 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.61% |
| Historical Sharpe Ratio (5Y) | 0.4465 |
| Historical Sortino (5Y) | 0.5652 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.35% |