Envela Corp (ELA)
4.47
-0.15
(-3.25%)
USD |
NYAM |
May 03, 16:00
4.48
+0.01
(+0.22%)
After-Hours: 20:00
Envela Max Drawdown (5Y): 61.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 61.53% |
| March 31, 2024 | 61.53% |
| February 29, 2024 | 75.49% |
| January 31, 2024 | 79.00% |
| December 31, 2023 | 81.30% |
| November 30, 2023 | 85.29% |
| October 31, 2023 | 85.29% |
| September 30, 2023 | 86.03% |
| August 31, 2023 | 86.03% |
| July 31, 2023 | 86.03% |
| June 30, 2023 | 86.03% |
| May 31, 2023 | 86.03% |
| April 30, 2023 | 86.03% |
| March 31, 2023 | 86.03% |
| February 28, 2023 | 86.03% |
| January 31, 2023 | 86.03% |
| December 31, 2022 | 86.03% |
| November 30, 2022 | 86.03% |
| October 31, 2022 | 86.03% |
| September 30, 2022 | 86.03% |
| August 31, 2022 | 86.03% |
| July 31, 2022 | 87.09% |
| June 30, 2022 | 87.09% |
| May 31, 2022 | 87.09% |
| April 30, 2022 | 87.09% |
| Date | Value |
|---|---|
| March 31, 2022 | 87.09% |
| February 28, 2022 | 87.09% |
| January 31, 2022 | 87.09% |
| December 31, 2021 | 87.09% |
| November 30, 2021 | 87.09% |
| October 31, 2021 | 87.09% |
| September 30, 2021 | 87.72% |
| August 31, 2021 | 88.73% |
| July 31, 2021 | 90.63% |
| June 30, 2021 | 90.63% |
| May 31, 2021 | 90.63% |
| April 30, 2021 | 93.16% |
| March 31, 2021 | 94.33% |
| February 28, 2021 | 94.98% |
| January 31, 2021 | 95.33% |
| December 31, 2020 | 95.33% |
| November 30, 2020 | 96.08% |
| October 31, 2020 | 97.19% |
| September 30, 2020 | 97.19% |
| August 31, 2020 | 97.19% |
| July 31, 2020 | 97.19% |
| June 30, 2020 | 97.19% |
| May 31, 2020 | 97.32% |
| April 30, 2020 | 97.32% |
| March 31, 2020 | 97.32% |
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
61.53%
Minimum
Mar 2024
97.32%
Maximum
May 2019
89.56%
Average
87.09%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Eastern Asteria Inc | 99.95% |
| The RealReal Inc | -- |
| Conn's Inc | 92.34% |
| America's Car-Mart Inc | 70.32% |
| Citi Trends Inc | 86.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 53.90 |
| Beta (5Y) | 0.1397 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.20% |
| Historical Sharpe Ratio (5Y) | 0.8252 |
| Historical Sortino (5Y) | 1.671 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.38% |