Xerox Holdings Corp (XRX)
8.33
+0.07
(+0.85%)
USD |
NASDAQ |
Nov 14, 12:02
Xerox Holdings Max Drawdown (5Y): 71.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.60% |
| September 30, 2024 | 67.90% |
| August 31, 2024 | 67.90% |
| July 31, 2024 | 65.08% |
| June 30, 2024 | 61.72% |
| May 31, 2024 | 61.72% |
| April 30, 2024 | 61.72% |
| March 31, 2024 | 61.72% |
| February 29, 2024 | 61.72% |
| January 31, 2024 | 61.72% |
| December 31, 2023 | 61.72% |
| November 30, 2023 | 61.72% |
| October 31, 2023 | 61.72% |
| September 30, 2023 | 61.37% |
| August 31, 2023 | 61.37% |
| July 31, 2023 | 61.37% |
| June 30, 2023 | 61.37% |
| May 31, 2023 | 61.37% |
| April 30, 2023 | 61.37% |
| March 31, 2023 | 61.37% |
| February 28, 2023 | 61.37% |
| January 31, 2023 | 61.37% |
| December 31, 2022 | 61.37% |
| November 30, 2022 | 61.37% |
| October 31, 2022 | 61.37% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.37% |
| August 31, 2022 | 61.37% |
| July 31, 2022 | 61.37% |
| June 30, 2022 | 61.37% |
| May 31, 2022 | 61.37% |
| April 30, 2022 | 61.37% |
| March 31, 2022 | 61.37% |
| February 28, 2022 | 61.37% |
| January 31, 2022 | 61.37% |
| December 31, 2021 | 61.37% |
| November 30, 2021 | 61.37% |
| October 31, 2021 | 61.37% |
| September 30, 2021 | 61.37% |
| August 31, 2021 | 61.37% |
| July 31, 2021 | 61.37% |
| June 30, 2021 | 61.37% |
| May 31, 2021 | 61.37% |
| April 30, 2021 | 61.37% |
| March 31, 2021 | 61.37% |
| February 28, 2021 | 61.37% |
| January 31, 2021 | 61.37% |
| December 31, 2020 | 61.37% |
| November 30, 2020 | 61.37% |
| October 31, 2020 | 61.37% |
| September 30, 2020 | 61.37% |
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
42.98%
Minimum
Nov 2019
71.60%
Maximum
Oct 2024
60.57%
Average
61.37%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| Akamai Technologies Inc | 41.97% |
| Broadridge Financial Solutions Inc | 36.87% |
| Fidelity National Information Services Inc | 67.86% |
| Fortinet Inc | 38.32% |
| Prism Technologies Group Inc | 99.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.13 |
| Beta (5Y) | 1.587 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.45% |
| Historical Sharpe Ratio (5Y) | -0.5462 |
| Historical Sortino (5Y) | -0.7368 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.09% |