Comfort Systems USA Inc (FIX)
335.54
+20.51
(+6.51%)
USD |
NYSE |
May 06, 16:00
338.49
+2.95
(+0.88%)
Pre-Market: 08:42
Comfort Systems USA Max Drawdown (5Y): 49.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.68% |
March 31, 2024 | 49.68% |
February 29, 2024 | 49.68% |
January 31, 2024 | 49.68% |
December 31, 2023 | 49.68% |
November 30, 2023 | 49.68% |
October 31, 2023 | 49.68% |
September 30, 2023 | 49.68% |
August 31, 2023 | 49.68% |
July 31, 2023 | 49.68% |
June 30, 2023 | 49.68% |
May 31, 2023 | 49.68% |
April 30, 2023 | 49.68% |
March 31, 2023 | 49.68% |
February 28, 2023 | 49.68% |
January 31, 2023 | 49.68% |
December 31, 2022 | 49.68% |
November 30, 2022 | 49.68% |
October 31, 2022 | 49.68% |
September 30, 2022 | 49.68% |
August 31, 2022 | 49.68% |
July 31, 2022 | 49.68% |
June 30, 2022 | 49.68% |
May 31, 2022 | 49.68% |
April 30, 2022 | 49.68% |
Date | Value |
---|---|
March 31, 2022 | 49.68% |
February 28, 2022 | 49.68% |
January 31, 2022 | 49.68% |
December 31, 2021 | 49.68% |
November 30, 2021 | 49.68% |
October 31, 2021 | 49.68% |
September 30, 2021 | 49.68% |
August 31, 2021 | 49.68% |
July 31, 2021 | 49.68% |
June 30, 2021 | 49.68% |
May 31, 2021 | 49.68% |
April 30, 2021 | 49.68% |
March 31, 2021 | 49.68% |
February 28, 2021 | 49.68% |
January 31, 2021 | 49.68% |
December 31, 2020 | 49.68% |
November 30, 2020 | 49.68% |
October 31, 2020 | 49.68% |
September 30, 2020 | 49.68% |
August 31, 2020 | 49.68% |
July 31, 2020 | 49.68% |
June 30, 2020 | 49.68% |
May 31, 2020 | 49.68% |
April 30, 2020 | 49.68% |
March 31, 2020 | 48.86% |
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
37.09%
Minimum
May 2019
49.68%
Maximum
Apr 2020
47.66%
Average
49.68%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
SPX Technologies Inc | 50.26% |
AC Partners Inc | 75.25% |
The AZEK Co Inc | -- |
Quanta Services Inc | 45.53% |
Fastenal Co | 30.70% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 27.32 |
Beta (5Y) | 1.197 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.26% |
Historical Sharpe Ratio (5Y) | 0.9853 |
Historical Sortino (5Y) | 1.739 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.26% |