Equifax Inc (EFX)

261.27 +2.78 (+1.08%) USD  |  NYSE  |  Dec 24, 16:00
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Equifax Max Drawdown (5Y): 49.12% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Cass Information Systems Inc 50.90%
Cintas Corp 48.38%
Resources Connection Inc 60.55%
SPAR Group Inc 73.26%
Verisk Analytics Inc 30.87%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.148
Beta (5Y) 1.571
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.13%
Historical Sharpe Ratio (5Y) 0.3186
Historical Sortino (5Y) 0.6097
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.43%