OneMain Holdings Inc (OMF)
50.13
+0.35
(+0.70%)
USD |
NYSE |
Nov 04, 16:00
50.14
+0.01
(+0.02%)
Pre-Market: 20:00
OneMain Holdings Max Drawdown (5Y): 68.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.51% |
| September 30, 2024 | 68.51% |
| August 31, 2024 | 68.51% |
| July 31, 2024 | 68.51% |
| June 30, 2024 | 68.51% |
| May 31, 2024 | 68.51% |
| April 30, 2024 | 68.51% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
68.54%
Average
68.51%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| World Acceptance Corp | 77.00% |
| EZCORP Inc | 76.59% |
| FirstCash Holdings Inc | 50.15% |
| Old Market Capital Corp | 64.64% |
| SLM Corp | 51.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.572 |
| Beta (5Y) | 1.55 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.11% |
| Historical Sharpe Ratio (5Y) | 0.3347 |
| Historical Sortino (5Y) | 0.4331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.55% |