CBIZ Inc (CBZ)

81.25 +0.82 (+1.02%) USD  |  NYSE  |  Dec 20, 16:00
81.23 -0.02 (-0.02%) After-Hours: 20:00
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CBIZ Max Drawdown (5Y): 39.40% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Viad Corp 83.28%
Quest Patent Research Corp 97.19%
First Advantage Corp --
Avalon Holdings Corp 88.49%
Compx International Inc 43.85%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 10.06
Beta (5Y) 0.9519
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.62%
Historical Sharpe Ratio (5Y) 0.8557
Historical Sortino (5Y) 1.182
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.24%