NCR Voyix Corp (VYX)
12.62
+0.15
(+1.20%)
USD |
NYSE |
May 08, 16:00
12.61
-0.01
(-0.08%)
Pre-Market: 20:00
NCR Voyix Max Drawdown (5Y): 76.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 76.25% |
| March 31, 2024 | 76.25% |
| February 29, 2024 | 76.25% |
| January 31, 2024 | 76.25% |
| December 31, 2023 | 76.25% |
| November 30, 2023 | 76.25% |
| October 31, 2023 | 76.25% |
| September 30, 2023 | 76.25% |
| August 31, 2023 | 76.25% |
| July 31, 2023 | 76.25% |
| June 30, 2023 | 76.25% |
| May 31, 2023 | 76.25% |
| April 30, 2023 | 76.25% |
| March 31, 2023 | 76.25% |
| February 28, 2023 | 76.25% |
| January 31, 2023 | 76.25% |
| December 31, 2022 | 76.25% |
| November 30, 2022 | 76.25% |
| October 31, 2022 | 76.25% |
| September 30, 2022 | 76.25% |
| August 31, 2022 | 76.25% |
| July 31, 2022 | 76.25% |
| June 30, 2022 | 76.25% |
| May 31, 2022 | 76.25% |
| April 30, 2022 | 76.25% |
| Date | Value |
|---|---|
| March 31, 2022 | 76.25% |
| February 28, 2022 | 76.25% |
| January 31, 2022 | 76.25% |
| December 31, 2021 | 76.25% |
| November 30, 2021 | 76.25% |
| October 31, 2021 | 76.25% |
| September 30, 2021 | 76.25% |
| August 31, 2021 | 76.25% |
| July 31, 2021 | 76.25% |
| June 30, 2021 | 76.25% |
| May 31, 2021 | 76.25% |
| April 30, 2021 | 76.25% |
| March 31, 2021 | 76.25% |
| February 28, 2021 | 76.25% |
| January 31, 2021 | 76.25% |
| December 31, 2020 | 76.25% |
| November 30, 2020 | 76.25% |
| October 31, 2020 | 76.25% |
| September 30, 2020 | 76.25% |
| August 31, 2020 | 76.25% |
| July 31, 2020 | 76.25% |
| June 30, 2020 | 76.25% |
| May 31, 2020 | 76.25% |
| April 30, 2020 | 76.25% |
| March 31, 2020 | 76.25% |
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
57.61%
Minimum
May 2019
76.25%
Maximum
Mar 2020
73.14%
Average
76.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| LiveRamp Holdings Inc | 81.83% |
| Innodata Inc | 74.44% |
| Pegasystems Inc | 79.20% |
| Agent Information Software Inc | 68.13% |
| Zvelo Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.76 |
| Beta (5Y) | 1.844 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.39% |
| Historical Sharpe Ratio (5Y) | -0.1452 |
| Historical Sortino (5Y) | -0.23 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.29% |