Enova International Inc (ENVA)
102.02
+2.15
(+2.15%)
USD |
NYSE |
Nov 21, 16:00
102.07
+0.05
(+0.05%)
Pre-Market: 20:00
Enova International Max Drawdown (5Y): 77.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.57% |
| September 30, 2024 | 77.57% |
| August 31, 2024 | 77.57% |
| July 31, 2024 | 77.57% |
| June 30, 2024 | 77.57% |
| May 31, 2024 | 77.57% |
| April 30, 2024 | 77.57% |
| March 31, 2024 | 77.57% |
| February 29, 2024 | 77.57% |
| January 31, 2024 | 77.57% |
| December 31, 2023 | 77.57% |
| November 30, 2023 | 77.57% |
| October 31, 2023 | 77.57% |
| September 30, 2023 | 77.57% |
| August 31, 2023 | 77.57% |
| July 31, 2023 | 77.57% |
| June 30, 2023 | 77.57% |
| May 31, 2023 | 77.57% |
| April 30, 2023 | 77.57% |
| March 31, 2023 | 77.57% |
| February 28, 2023 | 77.57% |
| January 31, 2023 | 77.57% |
| December 31, 2022 | 77.57% |
| November 30, 2022 | 77.57% |
| October 31, 2022 | 77.57% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.57% |
| August 31, 2022 | 77.57% |
| July 31, 2022 | 77.57% |
| June 30, 2022 | 77.57% |
| May 31, 2022 | 77.57% |
| April 30, 2022 | 77.57% |
| March 31, 2022 | 77.57% |
| February 28, 2022 | 77.57% |
| January 31, 2022 | 77.57% |
| December 31, 2021 | 77.57% |
| November 30, 2021 | 77.57% |
| October 31, 2021 | 77.57% |
| September 30, 2021 | 77.57% |
| August 31, 2021 | 77.57% |
| July 31, 2021 | 77.57% |
| June 30, 2021 | 78.70% |
| May 31, 2021 | 78.70% |
| April 30, 2021 | 78.70% |
| March 31, 2021 | 82.21% |
| February 28, 2021 | 82.21% |
| January 31, 2021 | 83.20% |
| December 31, 2020 | 84.01% |
| November 30, 2020 | 84.01% |
| October 31, 2020 | 84.01% |
| September 30, 2020 | 84.01% |
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
77.57%
Minimum
Jul 2021
84.01%
Maximum
Nov 2019
79.38%
Average
77.57%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| 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) | 9.210 |
| Beta (5Y) | 1.420 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.11% |
| Historical Sharpe Ratio (5Y) | 0.5725 |
| Historical Sortino (5Y) | 0.9603 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.11% |