eHealth Inc (EHTH)

8.31 +0.03 (+0.36%) USD  |  NASDAQ  |  Dec 20, 16:00
8.35 +0.04 (+0.48%) After-Hours: 20:00
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eHealth Max Drawdown (5Y): 98.17% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Arthur J. Gallagher & Co 37.21%
Marsh & McLennan Companies Inc 35.80%
CorVel Corp 50.72%
Kingstone Companies Inc 96.20%
Reliance Global Group Inc 99.99%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -51.52
Beta (5Y) 0.4727
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 74.16%
Historical Sharpe Ratio (5Y) -0.6096
Historical Sortino (5Y) -1.108
Monthly Value at Risk (VaR) 5% (5Y Lookback) 36.16%