Enterprise Financial Services Corp (EFSC)
58.83
-0.25
(-0.42%)
USD |
NASDAQ |
Nov 15, 16:00
58.83
0.00 (0.00%)
After-Hours: 20:00
Enterprise Financial Services Max Drawdown (5Y): 57.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.20% |
| September 30, 2024 | 57.20% |
| August 31, 2024 | 57.20% |
| July 31, 2024 | 57.20% |
| June 30, 2024 | 57.20% |
| May 31, 2024 | 57.20% |
| April 30, 2024 | 57.20% |
| March 31, 2024 | 57.20% |
| February 29, 2024 | 57.20% |
| January 31, 2024 | 57.20% |
| December 31, 2023 | 57.20% |
| November 30, 2023 | 57.20% |
| October 31, 2023 | 57.20% |
| September 30, 2023 | 57.20% |
| August 31, 2023 | 57.20% |
| July 31, 2023 | 57.20% |
| June 30, 2023 | 57.20% |
| May 31, 2023 | 57.20% |
| April 30, 2023 | 57.20% |
| March 31, 2023 | 57.20% |
| February 28, 2023 | 57.20% |
| January 31, 2023 | 57.20% |
| December 31, 2022 | 57.20% |
| November 30, 2022 | 57.20% |
| October 31, 2022 | 57.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.20% |
| August 31, 2022 | 57.20% |
| July 31, 2022 | 57.20% |
| June 30, 2022 | 57.20% |
| May 31, 2022 | 57.20% |
| April 30, 2022 | 57.20% |
| March 31, 2022 | 57.20% |
| February 28, 2022 | 57.20% |
| January 31, 2022 | 57.20% |
| December 31, 2021 | 57.20% |
| November 30, 2021 | 57.20% |
| October 31, 2021 | 57.20% |
| September 30, 2021 | 57.20% |
| August 31, 2021 | 57.20% |
| July 31, 2021 | 57.20% |
| June 30, 2021 | 57.20% |
| May 31, 2021 | 57.20% |
| April 30, 2021 | 57.20% |
| March 31, 2021 | 57.20% |
| February 28, 2021 | 57.20% |
| January 31, 2021 | 57.20% |
| December 31, 2020 | 57.20% |
| November 30, 2020 | 57.20% |
| October 31, 2020 | 57.20% |
| September 30, 2020 | 57.20% |
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
35.92%
Minimum
Nov 2019
57.20%
Maximum
May 2020
55.70%
Average
57.20%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Associated Banc-Corp | 60.21% |
| Huntington Bancshares Inc | 55.00% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.865 |
| Beta (5Y) | 0.965 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.69% |
| Historical Sharpe Ratio (5Y) | 0.1035 |
| Historical Sortino (5Y) | 0.1555 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.33% |