Xerox Holdings Corp (XRX)
13.54
-0.07
(-0.51%)
USD |
NASDAQ |
May 10, 16:00
13.54
0.00 (0.00%)
After-Hours: 20:00
Xerox Holdings Max Drawdown (5Y): 61.72% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 61.37% |
July 31, 2020 | 61.37% |
June 30, 2020 | 61.32% |
May 31, 2020 | 61.32% |
April 30, 2020 | 59.06% |
March 31, 2020 | 59.06% |
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
May 2019
61.72%
Maximum
Oct 2023
58.27%
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% |
Edgio Inc | 97.80% |
Fortinet Inc | 38.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.37 |
Beta (5Y) | 1.612 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.75% |
Historical Sharpe Ratio (5Y) | -0.337 |
Historical Sortino (5Y) | -0.4669 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.78% |