e.l.f. Beauty Inc (ELF)
107.22
+3.33
(+3.21%)
USD |
NYSE |
Nov 05, 16:00
107.50
+0.28
(+0.26%)
After-Hours: 19:11
e.l.f. Beauty Max Drawdown (5Y): 74.39% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.39% |
| September 30, 2024 | 74.39% |
| August 31, 2024 | 74.39% |
| July 31, 2024 | 74.39% |
| June 30, 2024 | 74.39% |
| May 31, 2024 | 74.39% |
| April 30, 2024 | 74.39% |
| March 31, 2024 | 74.39% |
| February 29, 2024 | 74.39% |
| January 31, 2024 | 74.39% |
| December 31, 2023 | 75.46% |
| November 30, 2023 | 77.00% |
| October 31, 2023 | 77.00% |
| September 30, 2023 | 77.00% |
| August 31, 2023 | 77.00% |
| July 31, 2023 | 77.00% |
| June 30, 2023 | 77.00% |
| May 31, 2023 | 77.00% |
| April 30, 2023 | 77.00% |
| March 31, 2023 | 77.00% |
| February 28, 2023 | 77.00% |
| January 31, 2023 | 77.00% |
| December 31, 2022 | 77.00% |
| November 30, 2022 | 77.00% |
| October 31, 2022 | 77.00% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.00% |
| August 31, 2022 | 77.00% |
| July 31, 2022 | 77.00% |
| June 30, 2022 | 77.00% |
| May 31, 2022 | 77.00% |
| April 30, 2022 | 77.00% |
| March 31, 2022 | 77.00% |
| February 28, 2022 | 77.00% |
| January 31, 2022 | 77.00% |
| December 31, 2021 | 77.00% |
| November 30, 2021 | 77.00% |
| October 31, 2021 | 77.00% |
| September 30, 2021 | 77.00% |
| August 31, 2021 | 77.00% |
| July 31, 2021 | 77.00% |
| June 30, 2021 | 77.00% |
| May 31, 2021 | 77.00% |
| April 30, 2021 | 77.00% |
| March 31, 2021 | 77.00% |
| February 28, 2021 | 77.00% |
| January 31, 2021 | 77.00% |
| December 31, 2020 | 77.00% |
| November 30, 2020 | 77.00% |
| October 31, 2020 | 77.00% |
| September 30, 2020 | 77.00% |
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
74.39%
Minimum
Jan 2024
77.00%
Maximum
Nov 2019
76.54%
Average
77.00%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Coty Inc | 90.20% |
| The Honest Co Inc | -- |
| Bemax Inc | 100.0% |
| Goldenwell Biotech Inc | -- |
| Ingles Markets Inc | 38.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 23.39 |
| Beta (5Y) | 1.440 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.45% |
| Historical Sharpe Ratio (5Y) | 0.7853 |
| Historical Sortino (5Y) | 1.133 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.00% |