Ellington Financial Inc (EFC)

12.27 +0.13 (+1.07%) USD  |  NYSE  |  Dec 24, 13:00
12.27 0.00 (0.00%) After-Hours: 13:56
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Ellington Financial Max Drawdown (5Y): 79.07% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Advanced Flower Capital Inc --
Seven Hills Realty Trust 68.25%
Strawberry Fields REIT Inc --
Bluerock Homes Trust Inc --
Lineage Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -24.56
Beta (5Y) 1.975
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 52.57%
Historical Sharpe Ratio (5Y) 0.0346
Historical Sortino (5Y) 0.0414
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.14%