TTEC Holdings Inc (TTEC)
4.98
-0.21
(-4.05%)
USD |
NASDAQ |
Nov 04, 16:00
4.99
+0.01
(+0.20%)
After-Hours: 20:00
TTEC Holdings Max Drawdown (5Y): 96.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.34% |
| September 30, 2024 | 96.34% |
| August 31, 2024 | 96.25% |
| July 31, 2024 | 95.07% |
| June 30, 2024 | 95.07% |
| May 31, 2024 | 94.24% |
| April 30, 2024 | 93.08% |
| March 31, 2024 | 91.01% |
| February 29, 2024 | 85.53% |
| January 31, 2024 | 85.53% |
| December 31, 2023 | 85.53% |
| November 30, 2023 | 85.53% |
| October 31, 2023 | 80.86% |
| September 30, 2023 | 76.33% |
| August 31, 2023 | 73.79% |
| July 31, 2023 | 71.29% |
| June 30, 2023 | 71.29% |
| May 31, 2023 | 71.29% |
| April 30, 2023 | 69.72% |
| March 31, 2023 | 67.75% |
| February 28, 2023 | 63.51% |
| January 31, 2023 | 63.51% |
| December 31, 2022 | 63.51% |
| November 30, 2022 | 63.51% |
| October 31, 2022 | 62.11% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.10% |
| August 31, 2022 | 52.97% |
| July 31, 2022 | 45.91% |
| June 30, 2022 | 45.91% |
| May 31, 2022 | 45.91% |
| April 30, 2022 | 44.27% |
| March 31, 2022 | 44.27% |
| February 28, 2022 | 44.27% |
| January 31, 2022 | 44.27% |
| December 31, 2021 | 44.27% |
| November 30, 2021 | 44.27% |
| October 31, 2021 | 44.27% |
| September 30, 2021 | 44.27% |
| August 31, 2021 | 44.27% |
| July 31, 2021 | 44.27% |
| June 30, 2021 | 44.27% |
| May 31, 2021 | 44.27% |
| April 30, 2021 | 44.27% |
| March 31, 2021 | 44.27% |
| February 28, 2021 | 44.27% |
| January 31, 2021 | 44.27% |
| December 31, 2020 | 44.27% |
| November 30, 2020 | 44.27% |
| October 31, 2020 | 44.27% |
| September 30, 2020 | 44.27% |
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
44.27%
Minimum
Nov 2019
96.34%
Maximum
Sep 2024
59.61%
Average
45.09%
Median
Max Drawdown (5Y) Benchmarks
| Information Services Group Inc | 69.81% |
| Jack Henry & Associates Inc | 33.57% |
| Castellum Inc | 99.58% |
| Conduent Inc | 93.38% |
| TaskUs Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.23 |
| Beta (5Y) | 1.055 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.69% |
| Historical Sharpe Ratio (5Y) | -0.7083 |
| Historical Sortino (5Y) | -1.039 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.13% |