CBIZ Inc (CBZ)
79.43
+1.54
(+1.98%)
USD |
NYSE |
Nov 21, 16:00
79.46
+0.03
(+0.04%)
Pre-Market: 20:00
CBIZ Max Drawdown (5Y): 39.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 39.40% |
| September 30, 2024 | 39.40% |
| August 31, 2024 | 39.40% |
| July 31, 2024 | 39.40% |
| June 30, 2024 | 39.40% |
| May 31, 2024 | 39.40% |
| April 30, 2024 | 39.40% |
| March 31, 2024 | 39.40% |
| February 29, 2024 | 39.40% |
| January 31, 2024 | 39.40% |
| December 31, 2023 | 39.40% |
| November 30, 2023 | 39.40% |
| October 31, 2023 | 39.40% |
| September 30, 2023 | 39.40% |
| August 31, 2023 | 39.40% |
| July 31, 2023 | 39.40% |
| June 30, 2023 | 39.40% |
| May 31, 2023 | 39.40% |
| April 30, 2023 | 39.40% |
| March 31, 2023 | 39.40% |
| February 28, 2023 | 39.40% |
| January 31, 2023 | 39.40% |
| December 31, 2022 | 39.40% |
| November 30, 2022 | 39.40% |
| October 31, 2022 | 39.40% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.40% |
| August 31, 2022 | 39.40% |
| July 31, 2022 | 39.40% |
| June 30, 2022 | 39.40% |
| May 31, 2022 | 39.40% |
| April 30, 2022 | 39.40% |
| March 31, 2022 | 39.40% |
| February 28, 2022 | 39.40% |
| January 31, 2022 | 39.40% |
| December 31, 2021 | 39.40% |
| November 30, 2021 | 39.40% |
| October 31, 2021 | 39.40% |
| September 30, 2021 | 39.40% |
| August 31, 2021 | 39.40% |
| July 31, 2021 | 39.40% |
| June 30, 2021 | 39.40% |
| May 31, 2021 | 39.40% |
| April 30, 2021 | 39.40% |
| March 31, 2021 | 39.40% |
| February 28, 2021 | 39.40% |
| January 31, 2021 | 39.40% |
| December 31, 2020 | 39.40% |
| November 30, 2020 | 39.40% |
| October 31, 2020 | 39.40% |
| September 30, 2020 | 39.40% |
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
22.64%
Minimum
Nov 2019
39.40%
Maximum
Mar 2020
38.29%
Average
39.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Viad Corp | 83.28% |
| Quest Patent Research Corp | 97.19% |
| First Advantage Corp | -- |
| SPAR Group Inc | 73.26% |
| ARC Document Solutions Inc | 94.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.241 |
| Beta (5Y) | 0.9052 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.59% |
| Historical Sharpe Ratio (5Y) | 0.7006 |
| Historical Sortino (5Y) | 0.9358 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.24% |