Compass Minerals International Inc (CMP)
13.37
+0.17
(+1.29%)
USD |
NYSE |
May 07, 16:00
13.59
+0.22
(+1.65%)
After-Hours: 16:33
Compass Minerals International Max Drawdown (5Y): 82.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.55% |
March 31, 2024 | 80.81% |
February 29, 2024 | 72.91% |
January 31, 2024 | 72.91% |
December 31, 2023 | 67.33% |
November 30, 2023 | 67.33% |
October 31, 2023 | 66.40% |
September 30, 2023 | 62.89% |
August 31, 2023 | 59.75% |
July 31, 2023 | 58.06% |
June 30, 2023 | 58.06% |
May 31, 2023 | 58.06% |
April 30, 2023 | 57.72% |
March 31, 2023 | 57.72% |
February 28, 2023 | 57.37% |
January 31, 2023 | 57.37% |
December 31, 2022 | 57.37% |
November 30, 2022 | 57.37% |
October 31, 2022 | 57.37% |
September 30, 2022 | 57.37% |
August 31, 2022 | 57.37% |
July 31, 2022 | 57.37% |
June 30, 2022 | 55.83% |
May 31, 2022 | 52.57% |
April 30, 2022 | 52.57% |
Date | Value |
---|---|
March 31, 2022 | 52.57% |
February 28, 2022 | 52.57% |
January 31, 2022 | 52.57% |
December 31, 2021 | 52.57% |
November 30, 2021 | 52.57% |
October 31, 2021 | 52.57% |
September 30, 2021 | 52.57% |
August 31, 2021 | 52.57% |
July 31, 2021 | 52.57% |
June 30, 2021 | 52.57% |
May 31, 2021 | 52.57% |
April 30, 2021 | 52.57% |
March 31, 2021 | 52.57% |
February 28, 2021 | 52.57% |
January 31, 2021 | 52.57% |
December 31, 2020 | 52.57% |
November 30, 2020 | 52.57% |
October 31, 2020 | 52.57% |
September 30, 2020 | 52.57% |
August 31, 2020 | 52.57% |
July 31, 2020 | 52.57% |
June 30, 2020 | 52.57% |
May 31, 2020 | 52.57% |
April 30, 2020 | 52.57% |
March 31, 2020 | 52.57% |
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
52.57%
Minimum
May 2019
82.55%
Maximum
Apr 2024
56.37%
Average
52.57%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Rare Element Resources Ltd | 96.21% |
Freeport-McMoRan Inc | 74.00% |
American Battery Technology Co | 98.69% |
Vista Gold Corp | 81.58% |
Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -38.87 |
Beta (5Y) | 1.168 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.49% |
Historical Sharpe Ratio (5Y) | -0.6084 |
Historical Sortino (5Y) | -0.7622 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.03% |