ePlus Inc (PLUS)
80.33
-0.39
(-0.48%)
USD |
NASDAQ |
Nov 21, 16:00
80.20
-0.14
(-0.17%)
After-Hours: 20:00
ePlus Max Drawdown (5Y): 56.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.46% |
| September 30, 2024 | 56.46% |
| August 31, 2024 | 56.46% |
| July 31, 2024 | 56.46% |
| June 30, 2024 | 56.46% |
| May 31, 2024 | 56.46% |
| April 30, 2024 | 56.46% |
| March 31, 2024 | 56.46% |
| February 29, 2024 | 56.46% |
| January 31, 2024 | 56.46% |
| December 31, 2023 | 56.46% |
| November 30, 2023 | 56.46% |
| October 31, 2023 | 56.46% |
| September 30, 2023 | 56.46% |
| August 31, 2023 | 56.46% |
| July 31, 2023 | 56.46% |
| June 30, 2023 | 56.46% |
| May 31, 2023 | 56.46% |
| April 30, 2023 | 56.46% |
| March 31, 2023 | 56.46% |
| February 28, 2023 | 56.46% |
| January 31, 2023 | 56.46% |
| December 31, 2022 | 56.46% |
| November 30, 2022 | 56.46% |
| October 31, 2022 | 56.46% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.46% |
| August 31, 2022 | 56.46% |
| July 31, 2022 | 56.46% |
| June 30, 2022 | 56.46% |
| May 31, 2022 | 56.46% |
| April 30, 2022 | 56.46% |
| March 31, 2022 | 56.46% |
| February 28, 2022 | 56.46% |
| January 31, 2022 | 56.46% |
| December 31, 2021 | 56.46% |
| November 30, 2021 | 56.46% |
| October 31, 2021 | 56.46% |
| September 30, 2021 | 56.46% |
| August 31, 2021 | 56.46% |
| July 31, 2021 | 56.46% |
| June 30, 2021 | 56.46% |
| May 31, 2021 | 56.46% |
| April 30, 2021 | 56.46% |
| March 31, 2021 | 56.46% |
| February 28, 2021 | 56.46% |
| January 31, 2021 | 56.46% |
| December 31, 2020 | 56.46% |
| November 30, 2020 | 56.46% |
| October 31, 2020 | 56.46% |
| September 30, 2020 | 56.46% |
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
35.25%
Minimum
Nov 2019
56.46%
Maximum
Mar 2020
55.05%
Average
56.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Palo Alto Networks Inc | 47.98% |
| Upland Software Inc | 96.36% |
| Altair Engineering Inc | -- |
| Red Violet Inc | -- |
| i3 Verticals Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9773 |
| Beta (5Y) | 1.127 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.40% |
| Historical Sharpe Ratio (5Y) | 0.4151 |
| Historical Sortino (5Y) | 0.6585 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.39% |