CSP Inc (CSPI)
13.30
+0.88
(+7.09%)
USD |
NASDAQ |
May 08, 16:00
13.30
0.00 (0.00%)
After-Hours: 20:00
CSP Max Drawdown (5Y): 70.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 70.02% |
March 31, 2024 | 70.02% |
February 29, 2024 | 70.02% |
January 31, 2024 | 70.02% |
December 31, 2023 | 70.02% |
November 30, 2023 | 70.02% |
October 31, 2023 | 70.02% |
September 30, 2023 | 70.02% |
August 31, 2023 | 70.02% |
July 31, 2023 | 70.02% |
June 30, 2023 | 70.02% |
May 31, 2023 | 70.02% |
April 30, 2023 | 70.02% |
March 31, 2023 | 70.02% |
February 28, 2023 | 70.02% |
January 31, 2023 | 70.02% |
December 31, 2022 | 70.02% |
November 30, 2022 | 70.02% |
October 31, 2022 | 70.02% |
September 30, 2022 | 70.02% |
August 31, 2022 | 70.02% |
July 31, 2022 | 70.02% |
June 30, 2022 | 70.02% |
May 31, 2022 | 70.02% |
April 30, 2022 | 70.02% |
Date | Value |
---|---|
March 31, 2022 | 70.02% |
February 28, 2022 | 70.02% |
January 31, 2022 | 70.02% |
December 31, 2021 | 70.02% |
November 30, 2021 | 70.02% |
October 31, 2021 | 70.02% |
September 30, 2021 | 70.02% |
August 31, 2021 | 70.02% |
July 31, 2021 | 70.02% |
June 30, 2021 | 70.02% |
May 31, 2021 | 70.02% |
April 30, 2021 | 70.02% |
March 31, 2021 | 70.02% |
February 28, 2021 | 70.02% |
January 31, 2021 | 70.02% |
December 31, 2020 | 70.02% |
November 30, 2020 | 70.02% |
October 31, 2020 | 70.02% |
September 30, 2020 | 70.02% |
August 31, 2020 | 70.02% |
July 31, 2020 | 70.02% |
June 30, 2020 | 70.02% |
May 31, 2020 | 70.02% |
April 30, 2020 | 70.02% |
March 31, 2020 | 70.02% |
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
49.21%
Minimum
May 2019
70.02%
Maximum
Mar 2020
66.55%
Average
70.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Science Applications International Corp | 45.92% |
WidePoint Corp | 88.89% |
Intellinetics Inc | 96.76% |
Data Storage Corp | 95.10% |
Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.3846 |
Beta (5Y) | 1.301 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.44% |
Historical Sharpe Ratio (5Y) | 0.2003 |
Historical Sortino (5Y) | 0.3932 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.07% |