Envestnet Inc (ENV)
63.15
+0.95
(+1.53%)
USD |
NYSE |
Apr 18, 13:26
Envestnet Max Drawdown (5Y): 62.32% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 62.32% |
| February 29, 2024 | 62.32% |
| January 31, 2024 | 62.32% |
| December 31, 2023 | 62.32% |
| November 30, 2023 | 62.32% |
| October 31, 2023 | 59.67% |
| September 30, 2023 | 51.79% |
| August 31, 2023 | 51.79% |
| July 31, 2023 | 51.79% |
| June 30, 2023 | 51.79% |
| May 31, 2023 | 51.79% |
| April 30, 2023 | 51.79% |
| March 31, 2023 | 51.79% |
| February 28, 2023 | 51.79% |
| January 31, 2023 | 51.79% |
| December 31, 2022 | 51.79% |
| November 30, 2022 | 51.79% |
| October 31, 2022 | 51.79% |
| September 30, 2022 | 50.13% |
| August 31, 2022 | 46.31% |
| July 31, 2022 | 46.31% |
| June 30, 2022 | 46.31% |
| May 31, 2022 | 46.31% |
| April 30, 2022 | 46.31% |
| March 31, 2022 | 46.31% |
| Date | Value |
|---|---|
| February 28, 2022 | 46.31% |
| January 31, 2022 | 46.31% |
| December 31, 2021 | 46.31% |
| November 30, 2021 | 46.31% |
| October 31, 2021 | 46.31% |
| September 30, 2021 | 46.31% |
| August 31, 2021 | 46.31% |
| July 31, 2021 | 46.31% |
| June 30, 2021 | 46.31% |
| May 31, 2021 | 46.31% |
| April 30, 2021 | 46.31% |
| March 31, 2021 | 46.31% |
| February 28, 2021 | 47.92% |
| January 31, 2021 | 52.50% |
| December 31, 2020 | 60.59% |
| November 30, 2020 | 65.77% |
| October 31, 2020 | 65.77% |
| September 30, 2020 | 65.77% |
| August 31, 2020 | 65.77% |
| July 31, 2020 | 65.77% |
| June 30, 2020 | 65.77% |
| May 31, 2020 | 65.77% |
| April 30, 2020 | 65.77% |
| March 31, 2020 | 65.77% |
| February 29, 2020 | 65.77% |
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
46.31%
Minimum
Mar 2021
65.77%
Maximum
Apr 2019
55.88%
Average
51.79%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| DocuSign Inc | 87.57% |
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| Issuer Direct Corp | 64.21% |
| WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.50 |
| Beta (5Y) | 1.310 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.63% |
| Historical Sharpe Ratio (5Y) | -0.1056 |
| Historical Sortino (5Y) | -0.1631 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.69% |