Ennis Inc (EBF)
20.14
+0.24
(+1.21%)
USD |
NYSE |
May 01, 16:00
20.14
0.00 (0.00%)
After-Hours: 20:00
Ennis Max Drawdown (5Y): 35.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 35.32% |
March 31, 2024 | 35.32% |
February 29, 2024 | 35.32% |
January 31, 2024 | 35.32% |
December 31, 2023 | 35.32% |
November 30, 2023 | 35.32% |
October 31, 2023 | 35.32% |
September 30, 2023 | 35.32% |
August 31, 2023 | 35.32% |
July 31, 2023 | 35.32% |
June 30, 2023 | 35.32% |
May 31, 2023 | 35.32% |
April 30, 2023 | 35.32% |
March 31, 2023 | 35.32% |
February 28, 2023 | 35.32% |
January 31, 2023 | 35.32% |
December 31, 2022 | 35.32% |
November 30, 2022 | 35.32% |
October 31, 2022 | 35.32% |
September 30, 2022 | 35.32% |
August 31, 2022 | 35.32% |
July 31, 2022 | 35.32% |
June 30, 2022 | 35.32% |
May 31, 2022 | 35.32% |
April 30, 2022 | 35.32% |
Date | Value |
---|---|
March 31, 2022 | 35.32% |
February 28, 2022 | 35.32% |
January 31, 2022 | 35.32% |
December 31, 2021 | 35.32% |
November 30, 2021 | 35.32% |
October 31, 2021 | 35.32% |
September 30, 2021 | 35.32% |
August 31, 2021 | 35.32% |
July 31, 2021 | 35.32% |
June 30, 2021 | 35.32% |
May 31, 2021 | 35.32% |
April 30, 2021 | 35.32% |
March 31, 2021 | 35.32% |
February 28, 2021 | 35.32% |
January 31, 2021 | 35.32% |
December 31, 2020 | 35.32% |
November 30, 2020 | 35.32% |
October 31, 2020 | 35.32% |
September 30, 2020 | 35.32% |
August 31, 2020 | 35.32% |
July 31, 2020 | 35.32% |
June 30, 2020 | 35.32% |
May 31, 2020 | 35.32% |
April 30, 2020 | 35.32% |
March 31, 2020 | 35.32% |
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
24.23%
Minimum
Jan 2020
35.32%
Maximum
Mar 2020
34.01%
Average
35.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AGCO Corp | 54.07% |
Mueller Industries Inc | 56.58% |
Encore Wire Corp | 36.75% |
Chicago Rivet & Machine Co | 58.85% |
CPI Aerostructures Inc | 92.55% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.388 |
Beta (5Y) | 0.4486 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.43% |
Historical Sharpe Ratio (5Y) | 0.1278 |
Historical Sortino (5Y) | 0.1852 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.25% |