Evercore Inc (EVR)
185.24
-0.26
(-0.14%)
USD |
NYSE |
Apr 18, 16:00
185.24
0.00 (0.00%)
After-Hours: 20:00
Evercore Max Drawdown (5Y): 67.41% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 67.41% |
| February 29, 2024 | 67.41% |
| January 31, 2024 | 67.41% |
| December 31, 2023 | 67.41% |
| November 30, 2023 | 67.41% |
| October 31, 2023 | 67.41% |
| September 30, 2023 | 67.41% |
| August 31, 2023 | 67.41% |
| July 31, 2023 | 67.41% |
| June 30, 2023 | 67.41% |
| May 31, 2023 | 67.41% |
| April 30, 2023 | 67.41% |
| March 31, 2023 | 67.41% |
| February 28, 2023 | 67.41% |
| January 31, 2023 | 67.41% |
| December 31, 2022 | 67.41% |
| November 30, 2022 | 67.41% |
| October 31, 2022 | 67.41% |
| September 30, 2022 | 67.41% |
| August 31, 2022 | 67.41% |
| July 31, 2022 | 67.41% |
| June 30, 2022 | 67.41% |
| May 31, 2022 | 67.41% |
| April 30, 2022 | 67.41% |
| March 31, 2022 | 67.41% |
| Date | Value |
|---|---|
| February 28, 2022 | 67.41% |
| January 31, 2022 | 67.41% |
| December 31, 2021 | 67.41% |
| November 30, 2021 | 67.41% |
| October 31, 2021 | 67.41% |
| September 30, 2021 | 67.41% |
| August 31, 2021 | 67.41% |
| July 31, 2021 | 67.41% |
| June 30, 2021 | 67.41% |
| May 31, 2021 | 67.41% |
| April 30, 2021 | 67.41% |
| March 31, 2021 | 67.41% |
| February 28, 2021 | 67.41% |
| January 31, 2021 | 67.41% |
| December 31, 2020 | 67.41% |
| November 30, 2020 | 67.41% |
| October 31, 2020 | 67.41% |
| September 30, 2020 | 67.41% |
| August 31, 2020 | 67.41% |
| July 31, 2020 | 67.41% |
| June 30, 2020 | 67.41% |
| May 31, 2020 | 67.41% |
| April 30, 2020 | 67.41% |
| March 31, 2020 | 67.41% |
| February 29, 2020 | 42.93% |
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
42.93%
Minimum
Apr 2019
67.41%
Maximum
Mar 2020
62.92%
Average
67.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Lazard Inc | 59.54% |
| PJT Partners Inc | 58.44% |
| BlackRock Capital Investment Corp (DELISTED) | 76.01% |
| US Global Investors Inc | 87.00% |
| Principal Financial Group Inc | 64.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.577 |
| Beta (5Y) | 1.439 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.72% |
| Historical Sharpe Ratio (5Y) | 0.4333 |
| Historical Sortino (5Y) | 0.6129 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.92% |