Essent Group Ltd. (ESNT)
61.07
+0.85
(+1.41%)
USD |
NYSE |
Oct 05, 16:00
61.07
0.00 (0.00%)
After-Hours: 20:00
Essent Group Max Drawdown (5Y) : 34.51% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 34.51% |
| August 31, 2026 | 34.51% |
| July 31, 2026 | 34.51% |
| June 30, 2026 | 34.51% |
| May 31, 2026 | 34.51% |
| April 30, 2026 | 34.51% |
| March 31, 2026 | 34.51% |
| February 28, 2026 | 34.51% |
| January 31, 2026 | 34.51% |
| December 31, 2025 | 34.51% |
| November 30, 2025 | 34.51% |
| October 31, 2025 | 34.51% |
| September 30, 2025 | 34.51% |
| August 31, 2025 | 35.93% |
| July 31, 2025 | 36.87% |
| June 30, 2025 | 42.84% |
| May 31, 2025 | 42.84% |
| April 30, 2025 | 53.71% |
| March 31, 2025 | 61.07% |
| February 28, 2025 | 64.70% |
| January 31, 2025 | 64.70% |
| December 31, 2024 | 64.70% |
| November 30, 2024 | 64.70% |
| October 31, 2024 | 64.70% |
| September 30, 2024 | 64.70% |
| Date | Value |
|---|---|
| August 31, 2024 | 64.70% |
| July 31, 2024 | 64.70% |
| June 30, 2024 | 64.70% |
| May 31, 2024 | 64.70% |
| April 30, 2024 | 64.70% |
| March 31, 2024 | 64.70% |
| February 29, 2024 | 64.70% |
| January 31, 2024 | 64.70% |
| December 31, 2023 | 64.70% |
| November 30, 2023 | 64.70% |
| October 31, 2023 | 64.70% |
| September 30, 2023 | 64.70% |
| August 31, 2023 | 64.70% |
| July 31, 2023 | 64.70% |
| June 30, 2023 | 64.70% |
| May 31, 2023 | 64.70% |
| April 30, 2023 | 64.70% |
| March 31, 2023 | 64.70% |
| February 28, 2023 | 64.70% |
| January 31, 2023 | 64.70% |
| December 31, 2022 | 64.70% |
| November 30, 2022 | 64.70% |
| October 31, 2022 | 64.70% |
| September 30, 2022 | 64.70% |
| August 31, 2022 | 64.70% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| MGIC Investment Corp. | 30.09% |
| Radian Group Inc. | 25.97% |
| NMI Holdings, Inc. | 56.48% |
| Enact Holdings, Inc. | 20.26% |
| Assured Guaranty Ltd. | 30.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.513 |
| Beta (5Y) | 0.7602 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.16% |
| Historical Sharpe Ratio (5Y) | 0.1847 |
| Historical Sortino (5Y) | 0.3289 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.26% |