The Carlyle Group Inc (CG)
52.80
+1.57
(+3.06%)
USD |
NASDAQ |
Nov 21, 16:00
52.80
0.00 (0.00%)
After-Hours: 16:54
Carlyle Group Max Drawdown (5Y): 56.71% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.71% |
| September 30, 2024 | 56.71% |
| August 31, 2024 | 56.71% |
| July 31, 2024 | 56.71% |
| June 30, 2024 | 56.71% |
| May 31, 2024 | 56.71% |
| April 30, 2024 | 56.71% |
| March 31, 2024 | 56.71% |
| February 29, 2024 | 56.71% |
| January 31, 2024 | 56.71% |
| December 31, 2023 | 56.71% |
| November 30, 2023 | 56.71% |
| October 31, 2023 | 56.71% |
| September 30, 2023 | 56.71% |
| August 31, 2023 | 56.71% |
| July 31, 2023 | 56.71% |
| June 30, 2023 | 56.71% |
| May 31, 2023 | 56.71% |
| April 30, 2023 | 56.71% |
| March 31, 2023 | 56.71% |
| February 28, 2023 | 56.71% |
| January 31, 2023 | 56.71% |
| December 31, 2022 | 56.71% |
| November 30, 2022 | 56.71% |
| October 31, 2022 | 56.71% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.01% |
| August 31, 2022 | 50.04% |
| July 31, 2022 | 50.04% |
| June 30, 2022 | 50.04% |
| May 31, 2022 | 50.04% |
| April 30, 2022 | 50.04% |
| March 31, 2022 | 50.04% |
| February 28, 2022 | 50.04% |
| January 31, 2022 | 50.04% |
| December 31, 2021 | 50.04% |
| November 30, 2021 | 50.04% |
| October 31, 2021 | 50.04% |
| September 30, 2021 | 50.50% |
| August 31, 2021 | 50.50% |
| July 31, 2021 | 50.50% |
| June 30, 2021 | 50.50% |
| May 31, 2021 | 50.50% |
| April 30, 2021 | 50.50% |
| March 31, 2021 | 50.50% |
| February 28, 2021 | 50.50% |
| January 31, 2021 | 62.67% |
| December 31, 2020 | 62.67% |
| November 30, 2020 | 62.67% |
| October 31, 2020 | 62.67% |
| September 30, 2020 | 62.67% |
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
50.04%
Minimum
Oct 2021
62.67%
Maximum
Nov 2019
56.13%
Average
56.71%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| KKR & Co Inc | 47.92% |
| Ares Management Corp | 43.97% |
| Blackstone Inc | 49.26% |
| Apollo Global Management Inc | 53.48% |
| The Goldman Sachs Group Inc | 48.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.504 |
| Beta (5Y) | 1.705 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.11% |
| Historical Sharpe Ratio (5Y) | 0.3617 |
| Historical Sortino (5Y) | 0.5786 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.52% |