Equifax Inc (EFX)
252.90
+5.82
(+2.36%)
USD |
NYSE |
Nov 21, 16:00
253.24
+0.34
(+0.13%)
After-Hours: 20:00
Equifax Max Drawdown (5Y): 49.12% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.12% |
| September 30, 2024 | 49.12% |
| August 31, 2024 | 49.12% |
| July 31, 2024 | 49.12% |
| June 30, 2024 | 49.12% |
| May 31, 2024 | 49.12% |
| April 30, 2024 | 49.12% |
| March 31, 2024 | 49.12% |
| February 29, 2024 | 49.12% |
| January 31, 2024 | 49.12% |
| December 31, 2023 | 49.12% |
| November 30, 2023 | 49.12% |
| October 31, 2023 | 49.12% |
| September 30, 2023 | 49.12% |
| August 31, 2023 | 49.12% |
| July 31, 2023 | 49.12% |
| June 30, 2023 | 49.12% |
| May 31, 2023 | 49.12% |
| April 30, 2023 | 49.12% |
| March 31, 2023 | 49.12% |
| February 28, 2023 | 49.12% |
| January 31, 2023 | 49.12% |
| December 31, 2022 | 49.12% |
| November 30, 2022 | 49.12% |
| October 31, 2022 | 49.12% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.41% |
| August 31, 2022 | 42.43% |
| July 31, 2022 | 42.43% |
| June 30, 2022 | 42.43% |
| May 31, 2022 | 37.25% |
| April 30, 2022 | 37.25% |
| March 31, 2022 | 37.25% |
| February 28, 2022 | 37.25% |
| January 31, 2022 | 37.25% |
| December 31, 2021 | 37.25% |
| November 30, 2021 | 37.25% |
| October 31, 2021 | 37.25% |
| September 30, 2021 | 37.25% |
| August 31, 2021 | 37.25% |
| July 31, 2021 | 37.25% |
| June 30, 2021 | 37.25% |
| May 31, 2021 | 37.25% |
| April 30, 2021 | 37.25% |
| March 31, 2021 | 37.25% |
| February 28, 2021 | 37.25% |
| January 31, 2021 | 37.25% |
| December 31, 2020 | 37.25% |
| November 30, 2020 | 37.25% |
| October 31, 2020 | 37.25% |
| September 30, 2020 | 37.25% |
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
37.25%
Minimum
Nov 2019
49.12%
Maximum
Oct 2022
42.56%
Average
37.25%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Cass Information Systems Inc | 50.90% |
| Cintas Corp | 48.38% |
| Resources Connection Inc | 60.11% |
| SPAR Group Inc | 73.26% |
| Verisk Analytics Inc | 30.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.892 |
| Beta (5Y) | 1.595 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.02% |
| Historical Sharpe Ratio (5Y) | 0.3428 |
| Historical Sortino (5Y) | 0.6472 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.30% |