OneMain Holdings Inc (OMF)
51.31
+0.89
(+1.77%)
USD |
NYSE |
Apr 24, 16:00
51.30
-0.01
(-0.02%)
After-Hours: 19:55
OneMain Holdings Max Drawdown (5Y): 68.51% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 68.51% |
| February 29, 2024 | 68.51% |
| January 31, 2024 | 68.51% |
| December 31, 2023 | 68.51% |
| November 30, 2023 | 68.51% |
| October 31, 2023 | 68.51% |
| September 30, 2023 | 68.51% |
| August 31, 2023 | 68.51% |
| July 31, 2023 | 68.51% |
| June 30, 2023 | 68.51% |
| May 31, 2023 | 68.51% |
| April 30, 2023 | 68.51% |
| March 31, 2023 | 68.51% |
| February 28, 2023 | 68.51% |
| January 31, 2023 | 68.51% |
| December 31, 2022 | 68.51% |
| November 30, 2022 | 68.51% |
| October 31, 2022 | 68.51% |
| September 30, 2022 | 68.51% |
| August 31, 2022 | 68.51% |
| July 31, 2022 | 68.51% |
| June 30, 2022 | 68.51% |
| May 31, 2022 | 68.51% |
| April 30, 2022 | 68.51% |
| March 31, 2022 | 68.51% |
| Date | Value |
|---|---|
| February 28, 2022 | 68.51% |
| January 31, 2022 | 68.51% |
| December 31, 2021 | 68.51% |
| November 30, 2021 | 68.51% |
| October 31, 2021 | 68.51% |
| September 30, 2021 | 68.51% |
| August 31, 2021 | 68.60% |
| July 31, 2021 | 68.60% |
| June 30, 2021 | 68.60% |
| May 31, 2021 | 68.60% |
| April 30, 2021 | 68.60% |
| March 31, 2021 | 68.60% |
| February 28, 2021 | 68.60% |
| January 31, 2021 | 68.60% |
| December 31, 2020 | 68.60% |
| November 30, 2020 | 68.60% |
| October 31, 2020 | 68.60% |
| September 30, 2020 | 68.60% |
| August 31, 2020 | 68.60% |
| July 31, 2020 | 68.60% |
| June 30, 2020 | 68.60% |
| May 31, 2020 | 68.60% |
| April 30, 2020 | 68.60% |
| March 31, 2020 | 68.60% |
| February 29, 2020 | 68.60% |
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
68.51%
Minimum
Sep 2021
68.60%
Maximum
Apr 2019
68.55%
Average
68.51%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| EZCORP Inc | 76.59% |
| FirstCash Holdings Inc | 50.15% |
| SLM Corp | 51.78% |
| World Acceptance Corp | 77.00% |
| Atlanticus Holdings Corp | 74.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.010 |
| Beta (5Y) | 1.660 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.84% |
| Historical Sharpe Ratio (5Y) | 0.4843 |
| Historical Sortino (5Y) | 0.6196 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.55% |