Ellington Credit Co (EARN)
6.76
+0.11
(+1.65%)
USD |
NYSE |
Nov 22, 16:00
6.77
+0.01
(+0.15%)
After-Hours: 20:00
Ellington Credit Max Drawdown (5Y): 66.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 66.44% |
September 30, 2024 | 66.44% |
August 31, 2024 | 66.44% |
July 31, 2024 | 66.44% |
June 30, 2024 | 66.44% |
May 31, 2024 | 66.44% |
April 30, 2024 | 66.44% |
March 31, 2024 | 66.44% |
February 29, 2024 | 66.44% |
January 31, 2024 | 66.44% |
December 31, 2023 | 66.44% |
November 30, 2023 | 66.44% |
October 31, 2023 | 66.44% |
September 30, 2023 | 66.44% |
August 31, 2023 | 66.44% |
July 31, 2023 | 66.44% |
June 30, 2023 | 66.44% |
May 31, 2023 | 66.44% |
April 30, 2023 | 66.44% |
March 31, 2023 | 66.44% |
February 28, 2023 | 66.44% |
January 31, 2023 | 66.44% |
December 31, 2022 | 66.44% |
November 30, 2022 | 66.44% |
October 31, 2022 | 66.44% |
Date | Value |
---|---|
September 30, 2022 | 66.44% |
August 31, 2022 | 66.44% |
July 31, 2022 | 66.44% |
June 30, 2022 | 66.44% |
May 31, 2022 | 66.44% |
April 30, 2022 | 66.44% |
March 31, 2022 | 66.44% |
February 28, 2022 | 66.44% |
January 31, 2022 | 66.44% |
December 31, 2021 | 66.44% |
November 30, 2021 | 66.44% |
October 31, 2021 | 66.44% |
September 30, 2021 | 66.44% |
August 31, 2021 | 66.44% |
July 31, 2021 | 66.44% |
June 30, 2021 | 66.44% |
May 31, 2021 | 66.44% |
April 30, 2021 | 66.44% |
March 31, 2021 | 66.44% |
February 28, 2021 | 66.44% |
January 31, 2021 | 66.44% |
December 31, 2020 | 66.44% |
November 30, 2020 | 66.44% |
October 31, 2020 | 66.44% |
September 30, 2020 | 66.44% |
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
32.95%
Minimum
Nov 2019
66.44%
Maximum
Mar 2020
64.21%
Average
66.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ares Capital Corp | 56.84% |
Capital Southwest Corp | 61.24% |
Rand Capital Corp | 56.29% |
PhenixFIN Corp | 94.46% |
Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.95 |
Beta (5Y) | 1.875 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.84% |
Historical Sharpe Ratio (5Y) | 0.0055 |
Historical Sortino (5Y) | 0.0075 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.46% |