eHealth Inc (EHTH)
4.95
-0.18
(-3.51%)
USD |
NASDAQ |
Nov 21, 16:00
4.925
-0.02
(-0.51%)
After-Hours: 20:00
eHealth Max Drawdown (5Y): 98.17% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 98.17% |
September 30, 2024 | 98.17% |
August 31, 2024 | 98.17% |
July 31, 2024 | 98.17% |
June 30, 2024 | 98.17% |
May 31, 2024 | 98.17% |
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% |
Date | Value |
---|---|
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% |
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 | 87.89% |
September 30, 2021 | 88.00% |
August 31, 2021 | 88.00% |
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% |
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
84.89%
Minimum
Nov 2021
98.17%
Maximum
Oct 2022
92.96%
Average
94.49%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
CorVel Corp | 50.72% |
Kingstone Companies Inc | 96.20% |
Reliance Global Group Inc | 99.99% |
The Baldwin Insurance Group Inc | -- |
GoHealth Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -49.44 |
Beta (5Y) | 0.4882 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.16% |
Historical Sharpe Ratio (5Y) | -0.5817 |
Historical Sortino (5Y) | -1.057 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.16% |