Equitable Holdings Inc (EQH)
46.80
+0.07
(+0.15%)
USD |
NYSE |
Nov 21, 16:00
46.80
0.00 (0.00%)
Pre-Market: 20:00
Equitable Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Tiptree Inc | 45.47% |
| NMI Holdings Inc | 73.07% |
| Conifer Holdings Inc | 87.03% |
| ICC Holdings Inc | 46.67% |
| Palomar Holdings Inc | -- |
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% |