Cooper-Standard Holdings Inc (CPS)
15.14
-1.44
(-8.66%)
USD |
NYSE |
May 07, 15:31
Cooper-Standard Holdings Max Drawdown (5Y): 97.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.44% |
March 31, 2024 | 97.44% |
February 29, 2024 | 97.44% |
January 31, 2024 | 97.44% |
December 31, 2023 | 97.44% |
November 30, 2023 | 97.44% |
October 31, 2023 | 97.44% |
September 30, 2023 | 97.44% |
August 31, 2023 | 97.44% |
July 31, 2023 | 97.44% |
June 30, 2023 | 97.44% |
May 31, 2023 | 97.44% |
April 30, 2023 | 97.44% |
March 31, 2023 | 97.44% |
February 28, 2023 | 97.44% |
January 31, 2023 | 97.44% |
December 31, 2022 | 97.44% |
November 30, 2022 | 97.44% |
October 31, 2022 | 97.44% |
September 30, 2022 | 97.44% |
August 31, 2022 | 97.44% |
July 31, 2022 | 97.44% |
June 30, 2022 | 97.44% |
May 31, 2022 | 96.82% |
April 30, 2022 | 96.82% |
Date | Value |
---|---|
March 31, 2022 | 94.37% |
February 28, 2022 | 94.37% |
January 31, 2022 | 94.37% |
December 31, 2021 | 94.37% |
November 30, 2021 | 94.37% |
October 31, 2021 | 94.37% |
September 30, 2021 | 94.37% |
August 31, 2021 | 94.37% |
July 31, 2021 | 94.37% |
June 30, 2021 | 94.37% |
May 31, 2021 | 94.37% |
April 30, 2021 | 94.37% |
March 31, 2021 | 94.37% |
February 28, 2021 | 94.37% |
January 31, 2021 | 94.37% |
December 31, 2020 | 94.37% |
November 30, 2020 | 94.37% |
October 31, 2020 | 94.37% |
September 30, 2020 | 94.37% |
August 31, 2020 | 94.37% |
July 31, 2020 | 94.37% |
June 30, 2020 | 94.37% |
May 31, 2020 | 94.37% |
April 30, 2020 | 94.37% |
March 31, 2020 | 94.37% |
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
73.54%
Minimum
May 2019
97.44%
Maximum
Jun 2022
93.04%
Average
94.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Gentex Corp | 35.99% |
Optec International Inc | 100.00% |
American Axle & Mfg Holdings Inc | 89.20% |
BorgWarner Inc | 65.56% |
Dana Inc | 86.96% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -55.16 |
Beta (5Y) | 2.867 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 110.8% |
Historical Sharpe Ratio (5Y) | -0.2095 |
Historical Sortino (5Y) | -0.5711 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.93% |