Encore Capital Group Inc (ECPG)
42.82
+0.32
(+0.75%)
USD |
NASDAQ |
May 03, 16:00
42.90
+0.08
(+0.19%)
Pre-Market: 20:00
Encore Capital Group Max Drawdown (5Y): 65.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 67.51% |
| July 31, 2020 | 67.51% |
| June 30, 2020 | 67.51% |
| May 31, 2020 | 67.51% |
| April 30, 2020 | 67.51% |
| March 31, 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
May 2019
66.25%
Average
65.70%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| DVL Inc | 74.19% |
| Track Data Corp | 89.14% |
| PRA Group Inc | 75.60% |
| RLI Corp | 30.17% |
| Virtu Financial Inc | 56.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.614 |
| Beta (5Y) | 1.376 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.16% |
| Historical Sharpe Ratio (5Y) | 0.1326 |
| Historical Sortino (5Y) | 0.209 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.62% |