Essent Group Ltd (ESNT)
54.21
+0.06
(+0.11%)
USD |
NYSE |
Apr 24, 16:00
54.21
0.00 (0.00%)
After-Hours: 19:38
Essent Group Max Drawdown (5Y): 64.70% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
July 31, 2022 | 64.70% |
June 30, 2022 | 64.70% |
May 31, 2022 | 64.70% |
April 30, 2022 | 64.70% |
March 31, 2022 | 64.70% |
Date | Value |
---|---|
February 28, 2022 | 64.70% |
January 31, 2022 | 64.70% |
December 31, 2021 | 64.70% |
November 30, 2021 | 64.70% |
October 31, 2021 | 64.70% |
September 30, 2021 | 64.70% |
August 31, 2021 | 64.70% |
July 31, 2021 | 64.70% |
June 30, 2021 | 64.70% |
May 31, 2021 | 64.70% |
April 30, 2021 | 64.70% |
March 31, 2021 | 64.70% |
February 28, 2021 | 64.70% |
January 31, 2021 | 64.70% |
December 31, 2020 | 64.70% |
November 30, 2020 | 64.70% |
October 31, 2020 | 64.70% |
September 30, 2020 | 64.70% |
August 31, 2020 | 64.70% |
July 31, 2020 | 64.70% |
June 30, 2020 | 64.70% |
May 31, 2020 | 64.70% |
April 30, 2020 | 64.70% |
March 31, 2020 | 64.70% |
February 29, 2020 | 43.52% |
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
43.52%
Minimum
Apr 2019
64.70%
Maximum
Mar 2020
60.81%
Average
64.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
James River Group Holdings Ltd | 86.90% |
American Overseas Group Ltd | 99.81% |
Fidelis Insurance Holdings Ltd | -- |
NMI Holdings Inc | 73.07% |
Assurant Inc | 44.64% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.253 |
Beta (5Y) | 1.042 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.44% |
Historical Sharpe Ratio (5Y) | 0.1791 |
Historical Sortino (5Y) | 0.2229 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.61% |