Essent Group Ltd (ESNT)
56.18
-0.12
(-0.21%)
USD |
NYSE |
May 22, 16:00
56.16
-0.02
(-0.04%)
After-Hours: 20:00
Essent Group Max Drawdown (5Y): 64.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.70% |
March 31, 2024 | 64.70% |
February 29, 2024 | 64.70% |
January 31, 2024 | 64.70% |
December 31, 2023 | 64.70% |
November 30, 2023 | 64.70% |
October 31, 2023 | 64.70% |
September 30, 2023 | 64.70% |
August 31, 2023 | 64.70% |
July 31, 2023 | 64.70% |
June 30, 2023 | 64.70% |
May 31, 2023 | 64.70% |
April 30, 2023 | 64.70% |
March 31, 2023 | 64.70% |
February 28, 2023 | 64.70% |
January 31, 2023 | 64.70% |
December 31, 2022 | 64.70% |
November 30, 2022 | 64.70% |
October 31, 2022 | 64.70% |
September 30, 2022 | 64.70% |
August 31, 2022 | 64.70% |
July 31, 2022 | 64.70% |
June 30, 2022 | 64.70% |
May 31, 2022 | 64.70% |
April 30, 2022 | 64.70% |
Date | Value |
---|---|
March 31, 2022 | 64.70% |
February 28, 2022 | 64.70% |
January 31, 2022 | 64.70% |
December 31, 2021 | 64.70% |
November 30, 2021 | 64.70% |
October 31, 2021 | 64.70% |
September 30, 2021 | 64.70% |
August 31, 2021 | 64.70% |
July 31, 2021 | 64.70% |
June 30, 2021 | 64.70% |
May 31, 2021 | 64.70% |
April 30, 2021 | 64.70% |
March 31, 2021 | 64.70% |
February 28, 2021 | 64.70% |
January 31, 2021 | 64.70% |
December 31, 2020 | 64.70% |
November 30, 2020 | 64.70% |
October 31, 2020 | 64.70% |
September 30, 2020 | 64.70% |
August 31, 2020 | 64.70% |
July 31, 2020 | 64.70% |
June 30, 2020 | 64.70% |
May 31, 2020 | 64.70% |
April 30, 2020 | 64.70% |
March 31, 2020 | 64.70% |
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
43.52%
Minimum
May 2019
64.70%
Maximum
Mar 2020
61.17%
Average
64.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
James River Group Holdings Ltd | 86.90% |
American Overseas Group Ltd | 92.98% |
Fidelis Insurance Holdings Ltd | -- |
Assured Guaranty Ltd | 61.49% |
Enstar Group Ltd | 57.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.783 |
Beta (5Y) | 1.053 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.55% |
Historical Sharpe Ratio (5Y) | 0.055 |
Historical Sortino (5Y) | 0.0691 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.61% |