e.l.f. Beauty Inc (ELF)

128.66 -0.43 (-0.33%) USD  |  NYSE  |  Dec 20, 16:00
128.66 0.00 (0.00%) After-Hours: 20:00
More

e.l.f. Beauty Max Drawdown (5Y): 74.39% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for ELF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Coty Inc 90.20%
Bemax Inc 100.0%
Goldenwell Biotech Inc --
Ingles Markets Inc 38.97%
The Honest Co Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 28.60
Beta (5Y) 1.487
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 53.54%
Historical Sharpe Ratio (5Y) 0.9051
Historical Sortino (5Y) 1.300
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.00%