Essent Group Ltd (ESNT)
56.51
+0.58
(+1.04%)
USD |
NYSE |
Nov 22, 09:46
Essent Group Max Drawdown (5Y): 64.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 64.70% |
September 30, 2024 | 64.70% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
64.70%
Maximum
Mar 2020
63.29%
Average
64.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.08 |
Beta (5Y) | 1.124 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.52% |
Historical Sharpe Ratio (5Y) | 0.0683 |
Historical Sortino (5Y) | 0.085 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.61% |