Emerald Holding Inc (EEX)
5.95
+0.03
(+0.51%)
USD |
NYSE |
May 03, 16:00
6.01
+0.06
(+1.01%)
After-Hours: 20:00
Emerald Max Drawdown (5Y): 93.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 93.08% |
March 31, 2024 | 93.08% |
February 29, 2024 | 93.08% |
January 31, 2024 | 93.08% |
December 31, 2023 | 93.08% |
November 30, 2023 | 93.08% |
October 31, 2023 | 93.08% |
September 30, 2023 | 93.08% |
August 31, 2023 | 93.08% |
July 31, 2023 | 93.08% |
June 30, 2023 | 93.08% |
May 31, 2023 | 93.08% |
April 30, 2023 | 93.08% |
March 31, 2023 | 93.08% |
February 28, 2023 | 93.08% |
January 31, 2023 | 93.08% |
December 31, 2022 | 93.08% |
November 30, 2022 | 93.08% |
October 31, 2022 | 93.08% |
September 30, 2022 | 93.08% |
August 31, 2022 | 93.08% |
July 31, 2022 | 93.08% |
June 30, 2022 | 93.08% |
May 31, 2022 | 93.08% |
April 30, 2022 | 93.08% |
Date | Value |
---|---|
March 31, 2022 | 93.08% |
February 28, 2022 | 93.08% |
January 31, 2022 | 93.08% |
December 31, 2021 | 93.08% |
November 30, 2021 | 93.08% |
October 31, 2021 | 93.08% |
September 30, 2021 | 93.08% |
August 31, 2021 | 93.08% |
July 31, 2021 | 93.08% |
June 30, 2021 | 93.08% |
May 31, 2021 | 93.08% |
April 30, 2021 | 93.08% |
March 31, 2021 | 93.08% |
February 28, 2021 | 93.08% |
January 31, 2021 | 93.08% |
December 31, 2020 | 93.08% |
November 30, 2020 | 93.08% |
October 31, 2020 | 93.08% |
September 30, 2020 | 93.08% |
August 31, 2020 | 93.08% |
July 31, 2020 | 93.08% |
June 30, 2020 | 93.08% |
May 31, 2020 | 93.08% |
April 30, 2020 | 92.72% |
March 31, 2020 | 89.50% |
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
52.82%
Minimum
May 2019
93.08%
Maximum
May 2020
87.27%
Average
93.08%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Magnite Inc | 90.65% |
Lendway Inc | 84.04% |
Ziff Davis Inc | 65.83% |
Travelzoo | 85.17% |
Dolphin Entertainment Inc | 97.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -33.38 |
Beta (5Y) | 1.388 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.12% |
Historical Sharpe Ratio (5Y) | -0.2519 |
Historical Sortino (5Y) | -0.3717 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.60% |