Custom Truck One Source Inc (CTOS)
4.56
-0.04
(-0.87%)
USD |
NYSE |
May 15, 15:59
Custom Truck One Source Max Drawdown (5Y): 82.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.92% |
March 31, 2024 | 82.92% |
February 29, 2024 | 82.92% |
January 31, 2024 | 82.92% |
December 31, 2023 | 82.92% |
November 30, 2023 | 82.92% |
October 31, 2023 | 82.92% |
September 30, 2023 | 82.92% |
August 31, 2023 | 82.92% |
July 31, 2023 | 82.92% |
June 30, 2023 | 82.92% |
May 31, 2023 | 82.92% |
April 30, 2023 | 82.92% |
March 31, 2023 | 82.92% |
February 28, 2023 | 82.92% |
January 31, 2023 | 82.92% |
December 31, 2022 | 82.92% |
November 30, 2022 | 82.92% |
October 31, 2022 | 82.92% |
September 30, 2022 | 82.92% |
August 31, 2022 | 82.92% |
July 31, 2022 | 82.92% |
June 30, 2022 | 82.92% |
May 31, 2022 | 82.92% |
April 30, 2022 | 82.92% |
Date | Value |
---|---|
March 31, 2022 | 82.92% |
February 28, 2022 | 82.92% |
January 31, 2022 | 82.92% |
December 31, 2021 | 82.92% |
November 30, 2021 | 82.92% |
October 31, 2021 | 82.92% |
September 30, 2021 | 82.92% |
August 31, 2021 | 82.92% |
July 31, 2021 | 82.92% |
June 30, 2021 | 82.92% |
May 31, 2021 | 82.92% |
April 30, 2021 | 82.92% |
March 31, 2021 | 82.92% |
February 28, 2021 | 82.92% |
January 31, 2021 | 82.92% |
December 31, 2020 | 82.92% |
November 30, 2020 | 82.92% |
October 31, 2020 | 82.92% |
September 30, 2020 | 82.92% |
August 31, 2020 | 82.92% |
July 31, 2020 | 82.92% |
June 30, 2020 | 82.92% |
May 31, 2020 | 82.92% |
April 30, 2020 | 82.92% |
March 31, 2020 | 82.92% |
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
2.11%
Minimum
May 2019
82.92%
Maximum
Mar 2020
76.62%
Average
82.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
H&E Equipment Services Inc | 76.53% |
Herc Holdings Inc | 82.20% |
The Aarons Co Inc | -- |
McGrath RentCorp | 43.97% |
Willis Lease Finance Corp | 79.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.28 |
Beta (5Y) | 0.6931 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.57% |
Historical Sharpe Ratio (5Y) | -0.2527 |
Historical Sortino (5Y) | -0.4602 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.79% |