Enova International Inc (ENVA)
63.52
-0.80
(-1.24%)
USD |
NYSE |
Apr 24, 16:00
63.52
0.00 (0.00%)
After-Hours: 20:00
Enova International Max Drawdown (5Y): 77.57% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 77.57% |
| May 31, 2021 | 77.57% |
| April 30, 2021 | 78.70% |
| March 31, 2021 | 78.70% |
| February 28, 2021 | 78.70% |
| January 31, 2021 | 82.21% |
| December 31, 2020 | 82.21% |
| November 30, 2020 | 83.20% |
| October 31, 2020 | 84.01% |
| September 30, 2020 | 84.01% |
| August 31, 2020 | 84.01% |
| July 31, 2020 | 84.01% |
| June 30, 2020 | 84.01% |
| May 31, 2020 | 84.01% |
| April 30, 2020 | 84.01% |
| March 31, 2020 | 84.01% |
| February 29, 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
May 2021
84.01%
Maximum
Apr 2019
79.92%
Average
77.57%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| PRA Group Inc | 75.60% |
| Medallion Financial Corp | 85.52% |
| Federal Agricultural Mortgage Corp | 49.43% |
| Horizon Technology Finance Corp | 60.35% |
| Community Bankers Corp | 46.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1752 |
| Beta (5Y) | 1.554 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.47% |
| Historical Sharpe Ratio (5Y) | 0.4221 |
| Historical Sortino (5Y) | 0.7347 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.44% |