SS&C Technologies Holdings Inc (SSNC)
61.24
-0.06
(-0.11%)
USD |
NASDAQ |
Apr 26, 16:00
61.24
0.00 (0.00%)
After-Hours: 16:36
SS&C Technologies Holdings Max Drawdown (5Y): 48.85% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 48.85% |
February 29, 2024 | 48.85% |
January 31, 2024 | 48.85% |
December 31, 2023 | 48.85% |
November 30, 2023 | 48.85% |
October 31, 2023 | 48.85% |
September 30, 2023 | 48.85% |
August 31, 2023 | 48.85% |
July 31, 2023 | 48.85% |
June 30, 2023 | 48.85% |
May 31, 2023 | 48.85% |
April 30, 2023 | 48.85% |
March 31, 2023 | 48.85% |
February 28, 2023 | 48.85% |
January 31, 2023 | 48.85% |
December 31, 2022 | 48.85% |
November 30, 2022 | 48.85% |
October 31, 2022 | 48.85% |
September 30, 2022 | 48.85% |
August 31, 2022 | 48.85% |
July 31, 2022 | 48.85% |
June 30, 2022 | 48.85% |
May 31, 2022 | 48.85% |
April 30, 2022 | 48.85% |
March 31, 2022 | 48.85% |
Date | Value |
---|---|
February 28, 2022 | 48.85% |
January 31, 2022 | 48.85% |
December 31, 2021 | 48.85% |
November 30, 2021 | 48.85% |
October 31, 2021 | 48.85% |
September 30, 2021 | 48.85% |
August 31, 2021 | 48.85% |
July 31, 2021 | 48.85% |
June 30, 2021 | 48.85% |
May 31, 2021 | 48.85% |
April 30, 2021 | 48.85% |
March 31, 2021 | 48.85% |
February 28, 2021 | 48.85% |
January 31, 2021 | 48.85% |
December 31, 2020 | 48.85% |
November 30, 2020 | 48.85% |
October 31, 2020 | 48.85% |
September 30, 2020 | 48.85% |
August 31, 2020 | 48.85% |
July 31, 2020 | 48.85% |
June 30, 2020 | 48.85% |
May 31, 2020 | 48.85% |
April 30, 2020 | 48.85% |
March 31, 2020 | 48.85% |
February 29, 2020 | 35.71% |
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
29.78%
Minimum
Apr 2019
48.85%
Maximum
Mar 2020
46.05%
Average
48.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Manhattan Associates Inc | 57.93% |
Microsoft Corp | 37.14% |
Gen Digital Inc | 48.41% |
Issuer Direct Corp | 64.21% |
WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.31 |
Beta (5Y) | 1.429 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.91% |
Historical Sharpe Ratio (5Y) | -0.0197 |
Historical Sortino (5Y) | -0.0254 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.73% |