Equitable Holdings Inc (EQH)
43.74
-1.26
(-2.81%)
USD |
NYSE |
Nov 05, 09:44
Equitable Holdings Max Drawdown (5Y): 61.31% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.31% |
| September 30, 2024 | 61.31% |
| August 31, 2024 | 61.31% |
| July 31, 2024 | 61.31% |
| June 30, 2024 | 61.31% |
| May 31, 2024 | 61.31% |
| April 30, 2024 | 61.31% |
| March 31, 2024 | 61.31% |
| February 29, 2024 | 61.31% |
| January 31, 2024 | 61.31% |
| December 31, 2023 | 61.31% |
| November 30, 2023 | 61.31% |
| October 31, 2023 | 61.31% |
| September 30, 2023 | 61.31% |
| August 31, 2023 | 61.31% |
| July 31, 2023 | 61.31% |
| June 30, 2023 | 61.31% |
| May 31, 2023 | 61.31% |
| April 30, 2023 | 61.31% |
| March 31, 2023 | 61.31% |
| February 28, 2023 | 61.31% |
| January 31, 2023 | 61.31% |
| December 31, 2022 | 61.31% |
| November 30, 2022 | 61.31% |
| October 31, 2022 | 61.31% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.31% |
| August 31, 2022 | 61.31% |
| July 31, 2022 | 61.31% |
| June 30, 2022 | 61.31% |
| May 31, 2022 | 61.31% |
| April 30, 2022 | 61.31% |
| March 31, 2022 | 61.31% |
| February 28, 2022 | 61.31% |
| January 31, 2022 | 61.31% |
| December 31, 2021 | 61.31% |
| November 30, 2021 | 61.31% |
| October 31, 2021 | 61.31% |
| September 30, 2021 | 61.31% |
| August 31, 2021 | 61.31% |
| July 31, 2021 | 61.31% |
| June 30, 2021 | 61.31% |
| May 31, 2021 | 61.31% |
| April 30, 2021 | 61.31% |
| March 31, 2021 | 61.31% |
| February 28, 2021 | 61.31% |
| January 31, 2021 | 61.31% |
| December 31, 2020 | 61.31% |
| November 30, 2020 | 61.31% |
| October 31, 2020 | 61.31% |
| September 30, 2020 | 61.31% |
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
34.83%
Minimum
Nov 2019
61.31%
Maximum
Mar 2020
59.55%
Average
61.31%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Tiptree Inc | 45.47% |
| NMI Holdings Inc | 73.07% |
| Conifer Holdings Inc | 85.91% |
| ICC Holdings Inc | 46.67% |
| Palomar Holdings Inc | 62.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.367 |
| Beta (5Y) | 1.405 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.73% |
| Historical Sharpe Ratio (5Y) | 0.433 |
| Historical Sortino (5Y) | 0.5227 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.73% |