CarGurus Inc (CARG)
35.73
+0.57
(+1.62%)
USD |
NASDAQ |
Nov 21, 16:00
35.73
0.00 (0.00%)
After-Hours: 20:00
CarGurus Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Carvana Co | 98.99% |
| America's Car-Mart Inc | 77.63% |
| Vroom Inc | -- |
| ACV Auctions Inc | -- |
| Rush Enterprises Inc | 47.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.98 |
| Beta (5Y) | 1.552 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.46% |
| Historical Sharpe Ratio (5Y) | -0.0766 |
| Historical Sortino (5Y) | -0.1137 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.34% |