Paychex Inc (PAYX)

139.54 +1.73 (+1.26%) USD  |  NASDAQ  |  Dec 20, 16:00
139.49 -0.05 (-0.04%) After-Hours: 20:00
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Paychex Max Drawdown (5Y): 44.15% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Oracle Corp 40.36%
Paycom Software Inc 74.44%
Dayforce Inc 66.20%
Automatic Data Processing Inc 39.40%
Paylocity Holding Corp 56.88%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.251
Beta (5Y) 0.9909
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.65%
Historical Sharpe Ratio (5Y) 0.4673
Historical Sortino (5Y) 0.5921
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.35%