Enovis Corp (ENOV)
45.29
-1.16
(-2.50%)
USD |
NYSE |
Nov 14, 12:18
Enovis Max Drawdown (5Y): 72.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 72.19% |
September 30, 2024 | 72.19% |
August 31, 2024 | 72.19% |
July 31, 2024 | 72.19% |
June 30, 2024 | 72.19% |
May 31, 2024 | 72.19% |
April 30, 2024 | 72.19% |
March 31, 2024 | 72.19% |
February 29, 2024 | 72.19% |
January 31, 2024 | 72.19% |
December 31, 2023 | 72.19% |
November 30, 2023 | 72.19% |
October 31, 2023 | 73.05% |
September 30, 2023 | 74.37% |
August 31, 2023 | 74.37% |
July 31, 2023 | 74.37% |
June 30, 2023 | 74.37% |
May 31, 2023 | 74.37% |
April 30, 2023 | 74.37% |
March 31, 2023 | 74.37% |
February 28, 2023 | 74.37% |
January 31, 2023 | 74.37% |
December 31, 2022 | 74.37% |
November 30, 2022 | 74.37% |
October 31, 2022 | 74.37% |
Date | Value |
---|---|
September 30, 2022 | 74.37% |
August 31, 2022 | 74.37% |
July 31, 2022 | 74.37% |
June 30, 2022 | 74.37% |
May 31, 2022 | 74.37% |
April 30, 2022 | 74.37% |
March 31, 2022 | 74.37% |
February 28, 2022 | 74.37% |
January 31, 2022 | 74.37% |
December 31, 2021 | 74.37% |
November 30, 2021 | 74.37% |
October 31, 2021 | 74.37% |
September 30, 2021 | 74.37% |
August 31, 2021 | 74.37% |
July 31, 2021 | 74.37% |
June 30, 2021 | 74.37% |
May 31, 2021 | 74.37% |
April 30, 2021 | 74.37% |
March 31, 2021 | 74.37% |
February 28, 2021 | 74.37% |
January 31, 2021 | 74.37% |
December 31, 2020 | 74.37% |
November 30, 2020 | 74.37% |
October 31, 2020 | 74.37% |
September 30, 2020 | 74.37% |
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
72.19%
Minimum
Nov 2023
74.37%
Maximum
Nov 2019
73.91%
Average
74.37%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Crane Co | -- |
Flowserve Corp | 64.82% |
Ocean Power Technologies Inc | 99.88% |
SIFCO Industries Inc | 90.63% |
Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -31.34 |
Beta (5Y) | 1.741 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.96% |
Historical Sharpe Ratio (5Y) | -0.2167 |
Historical Sortino (5Y) | -0.3084 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.88% |