Consumer Portfolio Services Inc (CPSS)
8.59
0.00 (0.00%)
USD |
NASDAQ |
Apr 26, 16:00
8.505
-0.08
(-0.99%)
After-Hours: 20:00
Consumer Portfolio Services Max Drawdown (5Y): 83.83% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 83.83% |
February 29, 2024 | 83.83% |
January 31, 2024 | 83.83% |
December 31, 2023 | 83.83% |
November 30, 2023 | 83.83% |
October 31, 2023 | 83.83% |
September 30, 2023 | 83.83% |
August 31, 2023 | 83.83% |
July 31, 2023 | 83.83% |
June 30, 2023 | 83.83% |
May 31, 2023 | 83.83% |
April 30, 2023 | 83.83% |
March 31, 2023 | 83.83% |
February 28, 2023 | 83.83% |
January 31, 2023 | 83.83% |
December 31, 2022 | 83.83% |
November 30, 2022 | 83.83% |
October 31, 2022 | 83.83% |
September 30, 2022 | 83.83% |
August 31, 2022 | 83.83% |
July 31, 2022 | 83.83% |
June 30, 2022 | 83.83% |
May 31, 2022 | 83.83% |
April 30, 2022 | 83.83% |
March 31, 2022 | 83.83% |
Date | Value |
---|---|
February 28, 2022 | 83.83% |
January 31, 2022 | 83.83% |
December 31, 2021 | 83.83% |
November 30, 2021 | 83.83% |
October 31, 2021 | 83.83% |
September 30, 2021 | 83.83% |
August 31, 2021 | 83.83% |
July 31, 2021 | 83.83% |
June 30, 2021 | 83.83% |
May 31, 2021 | 83.83% |
April 30, 2021 | 83.83% |
March 31, 2021 | 83.83% |
February 28, 2021 | 83.83% |
January 31, 2021 | 83.83% |
December 31, 2020 | 83.83% |
November 30, 2020 | 83.83% |
October 31, 2020 | 83.83% |
September 30, 2020 | 83.83% |
August 31, 2020 | 83.83% |
July 31, 2020 | 83.83% |
June 30, 2020 | 83.83% |
May 31, 2020 | 83.83% |
April 30, 2020 | 83.83% |
March 31, 2020 | 83.83% |
February 29, 2020 | 73.15% |
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
73.15%
Minimum
Apr 2019
83.83%
Maximum
Mar 2020
81.87%
Average
83.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Express Co | 49.64% |
Credit Acceptance Corp | 56.93% |
IF Bancorp Inc | 47.44% |
CPI Card Group Inc | 99.04% |
Sezzle Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.31 |
Beta (5Y) | 2.071 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.72% |
Historical Sharpe Ratio (5Y) | 0.2082 |
Historical Sortino (5Y) | 0.2882 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.24% |