Carriage Services Inc (CSV)
25.86
-0.14
(-0.54%)
USD |
NYSE |
May 06, 12:02
Carriage Services Max Drawdown (5Y): 68.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.54% |
March 31, 2024 | 68.54% |
February 29, 2024 | 68.54% |
January 31, 2024 | 68.54% |
December 31, 2023 | 68.54% |
November 30, 2023 | 68.54% |
October 31, 2023 | 67.09% |
September 30, 2023 | 64.21% |
August 31, 2023 | 64.21% |
July 31, 2023 | 64.21% |
June 30, 2023 | 64.21% |
May 31, 2023 | 64.21% |
April 30, 2023 | 64.21% |
March 31, 2023 | 64.21% |
February 28, 2023 | 64.21% |
January 31, 2023 | 64.21% |
December 31, 2022 | 64.21% |
November 30, 2022 | 64.21% |
October 31, 2022 | 64.21% |
September 30, 2022 | 52.60% |
August 31, 2022 | 51.01% |
July 31, 2022 | 51.01% |
June 30, 2022 | 51.01% |
May 31, 2022 | 51.01% |
April 30, 2022 | 51.01% |
Date | Value |
---|---|
March 31, 2022 | 51.01% |
February 28, 2022 | 51.01% |
January 31, 2022 | 51.01% |
December 31, 2021 | 51.01% |
November 30, 2021 | 51.01% |
October 31, 2021 | 51.01% |
September 30, 2021 | 51.01% |
August 31, 2021 | 51.01% |
July 31, 2021 | 51.01% |
June 30, 2021 | 51.01% |
May 31, 2021 | 51.01% |
April 30, 2021 | 51.01% |
March 31, 2021 | 51.01% |
February 28, 2021 | 51.01% |
January 31, 2021 | 51.01% |
December 31, 2020 | 51.01% |
November 30, 2020 | 51.01% |
October 31, 2020 | 51.01% |
September 30, 2020 | 51.01% |
August 31, 2020 | 51.01% |
July 31, 2020 | 51.01% |
June 30, 2020 | 51.01% |
May 31, 2020 | 51.01% |
April 30, 2020 | 51.01% |
March 31, 2020 | 50.06% |
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
48.75%
Minimum
May 2019
68.54%
Maximum
Nov 2023
55.31%
Average
51.01%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Mister Car Wash Inc | -- |
Service Corp International | 34.00% |
WW International Inc | 96.72% |
Frontdoor Inc | 66.39% |
Patrick Industries Inc | 72.61% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.442 |
Beta (5Y) | 0.8722 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.00% |
Historical Sharpe Ratio (5Y) | 0.1654 |
Historical Sortino (5Y) | 0.2611 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.73% |