eXp World Holdings Inc (EXPI)
10.04
+0.19
(+1.93%)
USD |
NASDAQ |
Apr 22, 16:00
10.34
+0.30
(+2.99%)
After-Hours: 07:33
eXp World Holdings Max Drawdown (5Y): 88.17% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 88.17% |
| February 29, 2024 | 87.17% |
| January 31, 2024 | 87.17% |
| December 31, 2023 | 87.17% |
| November 30, 2023 | 87.17% |
| October 31, 2023 | 87.17% |
| September 30, 2023 | 87.17% |
| August 31, 2023 | 87.17% |
| July 31, 2023 | 87.17% |
| June 30, 2023 | 87.17% |
| May 31, 2023 | 87.17% |
| April 30, 2023 | 87.17% |
| March 31, 2023 | 87.17% |
| February 28, 2023 | 87.17% |
| January 31, 2023 | 87.17% |
| December 31, 2022 | 87.17% |
| November 30, 2022 | 86.45% |
| October 31, 2022 | 86.45% |
| September 30, 2022 | 86.45% |
| August 31, 2022 | 85.68% |
| July 31, 2022 | 85.68% |
| June 30, 2022 | 85.68% |
| May 31, 2022 | 85.12% |
| April 30, 2022 | 83.32% |
| March 31, 2022 | 73.62% |
| Date | Value |
|---|---|
| February 28, 2022 | 70.98% |
| January 31, 2022 | 70.98% |
| December 31, 2021 | 70.98% |
| November 30, 2021 | 70.98% |
| October 31, 2021 | 70.98% |
| September 30, 2021 | 70.98% |
| August 31, 2021 | 70.98% |
| July 31, 2021 | 70.98% |
| June 30, 2021 | 70.98% |
| May 31, 2021 | 70.98% |
| April 30, 2021 | 63.63% |
| March 31, 2021 | 63.63% |
| February 28, 2021 | 63.63% |
| January 31, 2021 | 63.63% |
| December 31, 2020 | 64.76% |
| November 30, 2020 | 66.67% |
| October 31, 2020 | 70.95% |
| September 30, 2020 | 70.95% |
| August 31, 2020 | 70.95% |
| July 31, 2020 | 70.95% |
| June 30, 2020 | 75.71% |
| May 31, 2020 | 75.71% |
| April 30, 2020 | 75.71% |
| March 31, 2020 | 75.71% |
| February 29, 2020 | 75.71% |
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
63.63%
Minimum
Jan 2021
88.17%
Maximum
Mar 2024
78.70%
Average
82.00%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
| Redfin Corp | 96.61% |
| Opendoor Technologies Inc | -- |
| CTO Realty Growth Inc | 47.88% |
| Diamondrock Hospitality Co | 81.98% |
| VICI Properties Inc | 60.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.48 |
| Beta (5Y) | 2.288 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.06% |
| Historical Sharpe Ratio (5Y) | 0.1303 |
| Historical Sortino (5Y) | 0.3694 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.72% |