Cass Information Systems Inc (CASS)
44.30
+0.40
(+0.91%)
USD |
NASDAQ |
Nov 21, 16:00
44.34
+0.04
(+0.08%)
After-Hours: 20:00
Cass Information Systems Max Drawdown (5Y): 50.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 50.90% |
September 30, 2024 | 50.90% |
August 31, 2024 | 50.90% |
July 31, 2024 | 50.90% |
June 30, 2024 | 50.90% |
May 31, 2024 | 50.90% |
April 30, 2024 | 50.90% |
March 31, 2024 | 50.90% |
February 29, 2024 | 50.90% |
January 31, 2024 | 50.90% |
December 31, 2023 | 50.90% |
November 30, 2023 | 50.90% |
October 31, 2023 | 50.90% |
September 30, 2023 | 50.90% |
August 31, 2023 | 50.90% |
July 31, 2023 | 50.90% |
June 30, 2023 | 50.90% |
May 31, 2023 | 50.90% |
April 30, 2023 | 50.90% |
March 31, 2023 | 50.90% |
February 28, 2023 | 50.90% |
January 31, 2023 | 50.90% |
December 31, 2022 | 50.90% |
November 30, 2022 | 50.90% |
October 31, 2022 | 50.90% |
Date | Value |
---|---|
September 30, 2022 | 50.90% |
August 31, 2022 | 50.90% |
July 31, 2022 | 50.90% |
June 30, 2022 | 50.90% |
May 31, 2022 | 50.90% |
April 30, 2022 | 50.90% |
March 31, 2022 | 50.90% |
February 28, 2022 | 50.90% |
January 31, 2022 | 50.90% |
December 31, 2021 | 50.90% |
November 30, 2021 | 50.90% |
October 31, 2021 | 50.90% |
September 30, 2021 | 50.90% |
August 31, 2021 | 50.90% |
July 31, 2021 | 50.90% |
June 30, 2021 | 50.90% |
May 31, 2021 | 50.90% |
April 30, 2021 | 50.90% |
March 31, 2021 | 50.90% |
February 28, 2021 | 50.90% |
January 31, 2021 | 50.90% |
December 31, 2020 | 50.90% |
November 30, 2020 | 50.90% |
October 31, 2020 | 50.90% |
September 30, 2020 | 50.90% |
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
31.97%
Minimum
Feb 2020
50.90%
Maximum
Mar 2020
49.74%
Average
50.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cintas Corp | 48.38% |
Resources Connection Inc | 60.11% |
SPAR Group Inc | 73.26% |
Verisk Analytics Inc | 30.87% |
Lightbridge Corp | 98.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.17 |
Beta (5Y) | 0.6980 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.57% |
Historical Sharpe Ratio (5Y) | -0.2083 |
Historical Sortino (5Y) | -0.2732 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.60% |