Enova International Inc (ENVA)

96.47 +1.48 (+1.56%) USD  |  NYSE  |  Dec 20, 16:00
96.57 +0.10 (+0.10%) After-Hours: 20:00
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Enova International Max Drawdown (5Y): 77.57% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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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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PRA Group Inc 75.60%
Medallion Financial Corp 86.13%
Federal Agricultural Mortgage Corp 49.43%
Horizon Technology Finance Corp 60.35%
Community Bankers Corp 63.26%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 13.60
Beta (5Y) 1.465
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 48.56%
Historical Sharpe Ratio (5Y) 0.683
Historical Sortino (5Y) 1.154
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.11%