1847 Holdings LLC (EFSH)
2.58
+0.08
(+3.20%)
USD |
NYAM |
May 03, 16:00
2.53
-0.05
(-1.94%)
Pre-Market: 20:00
1847 Holdings Max Drawdown (5Y): 99.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.95% |
| March 31, 2024 | 99.95% |
| February 29, 2024 | 99.95% |
| January 31, 2024 | 99.94% |
| December 31, 2023 | 99.92% |
| November 30, 2023 | 99.92% |
| October 31, 2023 | 99.89% |
| September 30, 2023 | 99.86% |
| August 31, 2023 | 99.59% |
| July 31, 2023 | 99.22% |
| June 30, 2023 | 98.51% |
| May 31, 2023 | 98.50% |
| April 30, 2023 | 97.83% |
| March 31, 2023 | 96.20% |
| February 28, 2023 | 93.71% |
| January 31, 2023 | 93.50% |
| December 31, 2022 | 93.50% |
| November 30, 2022 | 93.50% |
| October 31, 2022 | 93.21% |
| September 30, 2022 | 93.21% |
| August 31, 2022 | 89.59% |
| July 31, 2022 | 86.61% |
| June 30, 2022 | 84.78% |
| May 31, 2022 | 84.78% |
| April 30, 2022 | 84.78% |
| Date | Value |
|---|---|
| March 31, 2022 | 84.78% |
| February 28, 2022 | 84.78% |
| January 31, 2022 | 84.78% |
| December 31, 2021 | 84.78% |
| November 30, 2021 | 84.78% |
| October 31, 2021 | 84.78% |
| September 30, 2021 | 84.78% |
| August 31, 2021 | 84.78% |
| July 31, 2021 | 84.78% |
| June 30, 2021 | 84.78% |
| May 31, 2021 | 84.78% |
| April 30, 2021 | 84.78% |
| March 31, 2021 | 84.78% |
| February 28, 2021 | 84.78% |
| January 31, 2021 | 84.78% |
| December 31, 2020 | 84.00% |
| November 30, 2020 | 84.00% |
| October 31, 2020 | 84.00% |
| September 30, 2020 | 84.00% |
| August 31, 2020 | 84.00% |
| July 31, 2020 | 84.00% |
| June 30, 2020 | 84.00% |
| May 31, 2020 | 79.80% |
| April 30, 2020 | 79.80% |
| March 31, 2020 | 79.80% |
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
60.00%
Minimum
May 2019
99.95%
Maximum
Mar 2024
85.49%
Average
84.78%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Virgin Galactic Holdings Inc | 98.73% |
| Harte-Hanks Inc | 98.06% |
| Matthews International Corp | 75.23% |
| NN Inc | 95.38% |
| Seaboard Corp | 43.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -79.34 |
| Beta (5Y) | 0.6897 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 125.8% |
| Historical Sharpe Ratio (5Y) | -0.5695 |
| Historical Sortino (5Y) | -1.112 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 52.38% |