eHealth Inc (EHTH)
4.64
+0.18
(+4.15%)
USD |
NASDAQ |
May 02, 15:17
eHealth Max Drawdown (5Y): 98.17% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.17% |
| March 31, 2024 | 98.17% |
| February 29, 2024 | 98.17% |
| January 31, 2024 | 98.17% |
| December 31, 2023 | 98.17% |
| November 30, 2023 | 98.17% |
| October 31, 2023 | 98.17% |
| September 30, 2023 | 98.17% |
| August 31, 2023 | 98.17% |
| July 31, 2023 | 98.17% |
| June 30, 2023 | 98.17% |
| May 31, 2023 | 98.17% |
| April 30, 2023 | 98.17% |
| March 31, 2023 | 98.17% |
| February 28, 2023 | 98.17% |
| January 31, 2023 | 98.17% |
| December 31, 2022 | 98.17% |
| November 30, 2022 | 98.17% |
| October 31, 2022 | 98.17% |
| September 30, 2022 | 97.32% |
| August 31, 2022 | 95.62% |
| July 31, 2022 | 94.93% |
| June 30, 2022 | 94.49% |
| May 31, 2022 | 94.49% |
| April 30, 2022 | 94.49% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.30% |
| February 28, 2022 | 90.99% |
| January 31, 2022 | 85.58% |
| December 31, 2021 | 85.54% |
| November 30, 2021 | 84.89% |
| October 31, 2021 | 83.35% |
| September 30, 2021 | 83.62% |
| August 31, 2021 | 87.89% |
| July 31, 2021 | 88.00% |
| June 30, 2021 | 88.00% |
| May 31, 2021 | 88.00% |
| April 30, 2021 | 88.00% |
| March 31, 2021 | 88.00% |
| February 28, 2021 | 88.00% |
| January 31, 2021 | 88.00% |
| December 31, 2020 | 88.00% |
| November 30, 2020 | 88.00% |
| October 31, 2020 | 88.00% |
| September 30, 2020 | 88.00% |
| August 31, 2020 | 88.00% |
| July 31, 2020 | 88.00% |
| June 30, 2020 | 88.00% |
| May 31, 2020 | 88.00% |
| April 30, 2020 | 88.00% |
| March 31, 2020 | 88.00% |
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
83.35%
Minimum
Oct 2021
98.17%
Maximum
Oct 2022
91.80%
Average
88.00%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| CorVel Corp | 50.72% |
| Kingstone Companies Inc | 96.20% |
| Reliance Global Group Inc | 99.98% |
| BRP Group Inc | -- |
| GoHealth Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -48.64 |
| Beta (5Y) | 0.4861 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.04% |
| Historical Sharpe Ratio (5Y) | -0.561 |
| Historical Sortino (5Y) | -1.050 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.16% |