Cass Information Systems Inc (CASS)
44.97
+0.38
(+0.85%)
USD |
NASDAQ |
May 09, 16:00
44.97
0.00 (0.00%)
After-Hours: 18:31
Cass Information Systems Max Drawdown (5Y): 50.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.90% |
March 31, 2024 | 50.90% |
February 29, 2024 | 50.90% |
January 31, 2024 | 50.90% |
December 31, 2023 | 50.90% |
November 30, 2023 | 50.90% |
October 31, 2023 | 50.90% |
September 30, 2023 | 50.90% |
August 31, 2023 | 50.90% |
July 31, 2023 | 50.90% |
June 30, 2023 | 50.90% |
May 31, 2023 | 50.90% |
April 30, 2023 | 50.90% |
March 31, 2023 | 50.90% |
February 28, 2023 | 50.90% |
January 31, 2023 | 50.90% |
December 31, 2022 | 50.90% |
November 30, 2022 | 50.90% |
October 31, 2022 | 50.90% |
September 30, 2022 | 50.90% |
August 31, 2022 | 50.90% |
July 31, 2022 | 50.90% |
June 30, 2022 | 50.90% |
May 31, 2022 | 50.90% |
April 30, 2022 | 50.90% |
Date | Value |
---|---|
March 31, 2022 | 50.90% |
February 28, 2022 | 50.90% |
January 31, 2022 | 50.90% |
December 31, 2021 | 50.90% |
November 30, 2021 | 50.90% |
October 31, 2021 | 50.90% |
September 30, 2021 | 50.90% |
August 31, 2021 | 50.90% |
July 31, 2021 | 50.90% |
June 30, 2021 | 50.90% |
May 31, 2021 | 50.90% |
April 30, 2021 | 50.90% |
March 31, 2021 | 50.90% |
February 28, 2021 | 50.90% |
January 31, 2021 | 50.90% |
December 31, 2020 | 50.90% |
November 30, 2020 | 50.90% |
October 31, 2020 | 50.90% |
September 30, 2020 | 50.90% |
August 31, 2020 | 50.90% |
July 31, 2020 | 50.90% |
June 30, 2020 | 50.90% |
May 31, 2020 | 50.90% |
April 30, 2020 | 50.90% |
March 31, 2020 | 50.90% |
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
31.97%
Minimum
Dec 2019
50.90%
Maximum
Mar 2020
48.31%
Average
50.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Automatic Data Processing Inc | 39.40% |
Cintas Corp | 48.38% |
Paychex Inc | 44.15% |
Resources Connection Inc | 50.09% |
SPAR Group Inc | 73.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.52 |
Beta (5Y) | 0.7534 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.23% |
Historical Sharpe Ratio (5Y) | -0.0701 |
Historical Sortino (5Y) | -0.0915 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.60% |