Eagle Point Credit Co Inc (ECC)
9.27
-0.14
(-1.49%)
USD |
NYSE |
Nov 14, 16:00
9.33
+0.06
(+0.65%)
Pre-Market: 20:00
ECC Max Drawdown (5Y): 70.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.72% |
| September 30, 2024 | 70.72% |
| August 31, 2024 | 70.72% |
| July 31, 2024 | 70.72% |
| June 30, 2024 | 70.72% |
| May 31, 2024 | 70.72% |
| April 30, 2024 | 70.72% |
| March 31, 2024 | 70.72% |
| February 29, 2024 | 70.72% |
| January 31, 2024 | 70.72% |
| December 31, 2023 | 70.72% |
| November 30, 2023 | 70.72% |
| October 31, 2023 | 70.72% |
| September 30, 2023 | 70.72% |
| August 31, 2023 | 70.72% |
| July 31, 2023 | 70.72% |
| June 30, 2023 | 70.72% |
| May 31, 2023 | 70.72% |
| April 30, 2023 | 70.72% |
| March 31, 2023 | 70.72% |
| February 28, 2023 | 70.72% |
| January 31, 2023 | 70.72% |
| December 31, 2022 | 70.72% |
| November 30, 2022 | 70.72% |
| October 31, 2022 | 70.72% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.72% |
| August 31, 2022 | 70.72% |
| July 31, 2022 | 70.72% |
| June 30, 2022 | 70.72% |
| May 31, 2022 | 70.72% |
| April 30, 2022 | 70.72% |
| March 31, 2022 | 70.72% |
| February 28, 2022 | 70.72% |
| January 31, 2022 | 70.72% |
| December 31, 2021 | 70.72% |
| November 30, 2021 | 70.72% |
| October 31, 2021 | 70.72% |
| September 30, 2021 | 70.72% |
| August 31, 2021 | 70.72% |
| July 31, 2021 | 70.72% |
| June 30, 2021 | 70.72% |
| May 31, 2021 | 70.72% |
| April 30, 2021 | 70.72% |
| March 31, 2021 | 70.72% |
| February 28, 2021 | 70.72% |
| January 31, 2021 | 70.72% |
| December 31, 2020 | 70.72% |
| November 30, 2020 | 70.72% |
| October 31, 2020 | 70.72% |
| September 30, 2020 | 70.72% |
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
30.29%
Minimum
Nov 2019
70.72%
Maximum
Apr 2020
68.02%
Average
70.72%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.030 |
| Beta (5Y) | 0.6905 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.611 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6196 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.99% |
| Historical Sharpe Ratio (5Y) | 0.1588 |
| Historical Sortino (5Y) | 0.1346 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.41% |