Ennis Inc (EBF)
20.96
+0.20
(+0.96%)
USD |
NYSE |
Nov 22, 16:00
21.00
+0.04
(+0.21%)
After-Hours: 20:00
Ennis Max Drawdown (5Y): 35.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 35.32% |
| September 30, 2024 | 35.32% |
| August 31, 2024 | 35.32% |
| July 31, 2024 | 35.32% |
| June 30, 2024 | 35.32% |
| May 31, 2024 | 35.32% |
| April 30, 2024 | 35.32% |
| March 31, 2024 | 35.32% |
| February 29, 2024 | 35.32% |
| January 31, 2024 | 35.32% |
| December 31, 2023 | 35.32% |
| November 30, 2023 | 35.32% |
| October 31, 2023 | 35.32% |
| September 30, 2023 | 35.32% |
| August 31, 2023 | 35.32% |
| July 31, 2023 | 35.32% |
| June 30, 2023 | 35.32% |
| May 31, 2023 | 35.32% |
| April 30, 2023 | 35.32% |
| March 31, 2023 | 35.32% |
| February 28, 2023 | 35.32% |
| January 31, 2023 | 35.32% |
| December 31, 2022 | 35.32% |
| November 30, 2022 | 35.32% |
| October 31, 2022 | 35.32% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.32% |
| August 31, 2022 | 35.32% |
| July 31, 2022 | 35.32% |
| June 30, 2022 | 35.32% |
| May 31, 2022 | 35.32% |
| April 30, 2022 | 35.32% |
| March 31, 2022 | 35.32% |
| February 28, 2022 | 35.32% |
| January 31, 2022 | 35.32% |
| December 31, 2021 | 35.32% |
| November 30, 2021 | 35.32% |
| October 31, 2021 | 35.32% |
| September 30, 2021 | 35.32% |
| August 31, 2021 | 35.32% |
| July 31, 2021 | 35.32% |
| June 30, 2021 | 35.32% |
| May 31, 2021 | 35.32% |
| April 30, 2021 | 35.32% |
| March 31, 2021 | 35.32% |
| February 28, 2021 | 35.32% |
| January 31, 2021 | 35.32% |
| December 31, 2020 | 35.32% |
| November 30, 2020 | 35.32% |
| October 31, 2020 | 35.32% |
| September 30, 2020 | 35.32% |
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
24.68%
Minimum
Jan 2020
35.32%
Maximum
Mar 2020
34.75%
Average
35.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AAR Corp | 81.77% |
| A.O. Smith Corp | 46.84% |
| Chart Industries Inc | 82.56% |
| Quanex Building Products Corp | 65.03% |
| Worthington Enterprises Inc | 62.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5269 |
| Beta (5Y) | 0.4137 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.58% |
| Historical Sharpe Ratio (5Y) | 0.2851 |
| Historical Sortino (5Y) | 0.4114 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.25% |