Envela Corp (ELA)

7.315 +0.18 (+2.59%) USD  |  NYAM  |  Dec 24, 16:00
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Envela Max Drawdown (5Y): 61.53% 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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Eastern Asteria Inc 99.95%
Bergio International Inc 100.0%
The RealReal Inc 96.44%
America's Car-Mart Inc 78.11%
Citi Trends Inc 87.25%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 30.22
Beta (5Y) 0.3102
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 59.48%
Historical Sharpe Ratio (5Y) 0.5777
Historical Sortino (5Y) 1.111
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.95%