Equifax Inc (EFX)
227.41
+2.91
(+1.30%)
USD |
NYSE |
May 03, 14:13
Equifax Max Drawdown (5Y): 49.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.12% |
March 31, 2024 | 49.12% |
February 29, 2024 | 49.12% |
January 31, 2024 | 49.12% |
December 31, 2023 | 49.12% |
November 30, 2023 | 49.12% |
October 31, 2023 | 49.12% |
September 30, 2023 | 49.12% |
August 31, 2023 | 49.12% |
July 31, 2023 | 49.12% |
June 30, 2023 | 49.12% |
May 31, 2023 | 49.12% |
April 30, 2023 | 49.12% |
March 31, 2023 | 49.12% |
February 28, 2023 | 49.12% |
January 31, 2023 | 49.12% |
December 31, 2022 | 49.12% |
November 30, 2022 | 49.12% |
October 31, 2022 | 49.12% |
September 30, 2022 | 43.41% |
August 31, 2022 | 42.43% |
July 31, 2022 | 42.43% |
June 30, 2022 | 42.43% |
May 31, 2022 | 37.25% |
April 30, 2022 | 37.25% |
Date | Value |
---|---|
March 31, 2022 | 37.25% |
February 28, 2022 | 37.25% |
January 31, 2022 | 37.25% |
December 31, 2021 | 37.25% |
November 30, 2021 | 37.25% |
October 31, 2021 | 37.25% |
September 30, 2021 | 37.25% |
August 31, 2021 | 37.25% |
July 31, 2021 | 37.25% |
June 30, 2021 | 37.25% |
May 31, 2021 | 37.25% |
April 30, 2021 | 37.25% |
March 31, 2021 | 37.25% |
February 28, 2021 | 37.25% |
January 31, 2021 | 37.25% |
December 31, 2020 | 37.25% |
November 30, 2020 | 37.25% |
October 31, 2020 | 37.25% |
September 30, 2020 | 37.25% |
August 31, 2020 | 37.25% |
July 31, 2020 | 37.25% |
June 30, 2020 | 37.25% |
May 31, 2020 | 37.25% |
April 30, 2020 | 37.25% |
March 31, 2020 | 37.25% |
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
37.25%
Minimum
May 2019
49.12%
Maximum
Oct 2022
41.37%
Average
37.25%
Median
May 2019
Max Drawdown (5Y) Benchmarks
TransUnion | 64.92% |
Automatic Data Processing Inc | 39.40% |
Cass Information Systems Inc | 50.90% |
Cintas Corp | 48.38% |
Paychex Inc | 44.15% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.472 |
Beta (5Y) | 1.543 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.21% |
Historical Sharpe Ratio (5Y) | 0.2961 |
Historical Sortino (5Y) | 0.5398 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.28% |