Ensign Group Inc (ENSG)
118.34
+0.64
(+0.54%)
USD |
NASDAQ |
May 10, 16:00
118.24
-0.10
(-0.08%)
After-Hours: 20:00
Ensign Group Max Drawdown (5Y): 55.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 55.56% |
March 31, 2024 | 55.56% |
February 29, 2024 | 55.56% |
January 31, 2024 | 55.56% |
December 31, 2023 | 55.56% |
November 30, 2023 | 55.56% |
October 31, 2023 | 55.56% |
September 30, 2023 | 55.56% |
August 31, 2023 | 55.56% |
July 31, 2023 | 55.56% |
June 30, 2023 | 55.56% |
May 31, 2023 | 55.56% |
April 30, 2023 | 55.56% |
March 31, 2023 | 55.56% |
February 28, 2023 | 55.56% |
January 31, 2023 | 55.56% |
December 31, 2022 | 55.56% |
November 30, 2022 | 55.56% |
October 31, 2022 | 55.56% |
September 30, 2022 | 55.56% |
August 31, 2022 | 55.56% |
July 31, 2022 | 55.56% |
June 30, 2022 | 55.56% |
May 31, 2022 | 55.56% |
April 30, 2022 | 55.56% |
Date | Value |
---|---|
March 31, 2022 | 55.56% |
February 28, 2022 | 55.56% |
January 31, 2022 | 55.56% |
December 31, 2021 | 55.56% |
November 30, 2021 | 55.56% |
October 31, 2021 | 55.56% |
September 30, 2021 | 55.56% |
August 31, 2021 | 55.56% |
July 31, 2021 | 55.56% |
June 30, 2021 | 55.56% |
May 31, 2021 | 55.56% |
April 30, 2021 | 55.56% |
March 31, 2021 | 55.56% |
February 28, 2021 | 55.56% |
January 31, 2021 | 55.56% |
December 31, 2020 | 55.56% |
November 30, 2020 | 55.56% |
October 31, 2020 | 55.56% |
September 30, 2020 | 55.56% |
August 31, 2020 | 55.56% |
July 31, 2020 | 55.56% |
June 30, 2020 | 55.56% |
May 31, 2020 | 55.56% |
April 30, 2020 | 55.56% |
March 31, 2020 | 55.56% |
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
34.23%
Minimum
May 2019
55.56%
Maximum
Mar 2020
52.00%
Average
55.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Brookdale Senior Living Inc | 95.44% |
Genesis Healthcare Inc | 99.96% |
Pennant Group Inc | -- |
LifeStance Health Group Inc | -- |
PACS Group Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.396 |
Beta (5Y) | 0.9525 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.34% |
Historical Sharpe Ratio (5Y) | 0.5245 |
Historical Sortino (5Y) | 0.7886 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.77% |