OneMain Holdings Inc (OMF)
55.57
+0.61
(+1.11%)
USD |
NYSE |
Nov 21, 16:00
55.56
-0.01
(-0.02%)
Pre-Market: 20:00
OneMain Holdings Max Drawdown (5Y): 69.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.09% |
| September 30, 2024 | 69.09% |
| August 31, 2024 | 69.09% |
| July 31, 2024 | 69.09% |
| June 30, 2024 | 69.09% |
| May 31, 2024 | 69.09% |
| April 30, 2024 | 69.09% |
| March 31, 2024 | 69.09% |
| February 29, 2024 | 69.09% |
| January 31, 2024 | 69.09% |
| December 31, 2023 | 69.09% |
| November 30, 2023 | 69.09% |
| October 31, 2023 | 69.09% |
| September 30, 2023 | 69.09% |
| August 31, 2023 | 69.09% |
| July 31, 2023 | 69.09% |
| June 30, 2023 | 69.09% |
| May 31, 2023 | 69.09% |
| April 30, 2023 | 69.09% |
| March 31, 2023 | 69.09% |
| February 28, 2023 | 69.09% |
| January 31, 2023 | 69.09% |
| December 31, 2022 | 69.09% |
| November 30, 2022 | 69.09% |
| October 31, 2022 | 69.09% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.09% |
| August 31, 2022 | 69.09% |
| July 31, 2022 | 69.09% |
| June 30, 2022 | 69.09% |
| May 31, 2022 | 69.09% |
| April 30, 2022 | 69.09% |
| March 31, 2022 | 69.09% |
| February 28, 2022 | 69.09% |
| January 31, 2022 | 69.09% |
| December 31, 2021 | 69.09% |
| November 30, 2021 | 69.09% |
| October 31, 2021 | 69.09% |
| September 30, 2021 | 69.09% |
| August 31, 2021 | 69.09% |
| July 31, 2021 | 69.09% |
| June 30, 2021 | 69.09% |
| May 31, 2021 | 69.09% |
| April 30, 2021 | 69.09% |
| March 31, 2021 | 69.09% |
| February 28, 2021 | 69.09% |
| January 31, 2021 | 69.09% |
| December 31, 2020 | 69.09% |
| November 30, 2020 | 69.09% |
| October 31, 2020 | 69.09% |
| September 30, 2020 | 69.09% |
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
68.60%
Minimum
Nov 2019
69.09%
Maximum
Mar 2020
69.06%
Average
69.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| World Acceptance Corp | 77.00% |
| EZCORP Inc | 76.59% |
| FirstCash Holdings Inc | 50.15% |
| Old Market Capital Corp | 65.02% |
| SLM Corp | 51.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.572 |
| Beta (5Y) | 1.550 |
| 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% |