Encore Capital Group Inc (ECPG)
48.04
+0.44
(+0.92%)
USD |
NASDAQ |
Nov 21, 16:00
48.14
+0.10
(+0.21%)
After-Hours: 20:00
Encore Capital Group Max Drawdown (5Y): 65.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.70% |
| September 30, 2024 | 65.70% |
| August 31, 2024 | 65.70% |
| July 31, 2024 | 65.70% |
| June 30, 2024 | 65.70% |
| May 31, 2024 | 65.70% |
| April 30, 2024 | 65.70% |
| March 31, 2024 | 65.70% |
| February 29, 2024 | 65.70% |
| January 31, 2024 | 65.70% |
| December 31, 2023 | 65.70% |
| November 30, 2023 | 65.70% |
| October 31, 2023 | 65.70% |
| September 30, 2023 | 65.70% |
| August 31, 2023 | 65.70% |
| July 31, 2023 | 65.70% |
| June 30, 2023 | 65.70% |
| May 31, 2023 | 65.70% |
| April 30, 2023 | 65.70% |
| March 31, 2023 | 65.70% |
| February 28, 2023 | 65.70% |
| January 31, 2023 | 65.70% |
| December 31, 2022 | 65.70% |
| November 30, 2022 | 65.70% |
| October 31, 2022 | 65.70% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.70% |
| August 31, 2022 | 65.70% |
| July 31, 2022 | 65.70% |
| June 30, 2022 | 65.70% |
| May 31, 2022 | 65.70% |
| April 30, 2022 | 65.70% |
| March 31, 2022 | 65.70% |
| February 28, 2022 | 65.70% |
| January 31, 2022 | 65.70% |
| December 31, 2021 | 65.70% |
| November 30, 2021 | 65.70% |
| October 31, 2021 | 65.70% |
| September 30, 2021 | 65.70% |
| August 31, 2021 | 65.70% |
| July 31, 2021 | 65.70% |
| June 30, 2021 | 65.70% |
| May 31, 2021 | 65.70% |
| April 30, 2021 | 65.70% |
| March 31, 2021 | 65.70% |
| February 28, 2021 | 65.70% |
| January 31, 2021 | 65.70% |
| December 31, 2020 | 65.70% |
| November 30, 2020 | 65.70% |
| October 31, 2020 | 67.51% |
| September 30, 2020 | 67.51% |
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
65.70%
Minimum
Nov 2020
67.51%
Maximum
Nov 2019
66.06%
Average
65.70%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| DVL Inc | 74.19% |
| Track Data Corp | 89.14% |
| Arthur J. Gallagher & Co | 37.21% |
| Marsh & McLennan Companies Inc | 35.80% |
| KKR & Co Inc | 47.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.87 |
| Beta (5Y) | 1.557 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.67% |
| Historical Sharpe Ratio (5Y) | 0.0969 |
| Historical Sortino (5Y) | 0.1559 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.62% |