Compass Minerals International Inc (CMP)
12.43
-0.35
(-2.74%)
USD |
NYSE |
Apr 25, 10:38
Compass Minerals International Max Drawdown (5Y): 80.81% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 80.81% |
| February 29, 2024 | 72.91% |
| January 31, 2024 | 72.91% |
| December 31, 2023 | 67.33% |
| November 30, 2023 | 67.33% |
| October 31, 2023 | 66.40% |
| September 30, 2023 | 62.89% |
| August 31, 2023 | 59.75% |
| July 31, 2023 | 58.06% |
| June 30, 2023 | 58.06% |
| May 31, 2023 | 58.06% |
| April 30, 2023 | 57.72% |
| March 31, 2023 | 57.72% |
| February 28, 2023 | 57.37% |
| January 31, 2023 | 57.37% |
| December 31, 2022 | 57.37% |
| November 30, 2022 | 57.37% |
| October 31, 2022 | 57.37% |
| September 30, 2022 | 57.37% |
| August 31, 2022 | 57.37% |
| July 31, 2022 | 57.37% |
| June 30, 2022 | 55.83% |
| May 31, 2022 | 52.57% |
| April 30, 2022 | 52.57% |
| March 31, 2022 | 52.57% |
| Date | Value |
|---|---|
| February 28, 2022 | 52.57% |
| January 31, 2022 | 52.57% |
| December 31, 2021 | 52.57% |
| November 30, 2021 | 52.57% |
| October 31, 2021 | 52.57% |
| September 30, 2021 | 52.57% |
| August 31, 2021 | 52.57% |
| July 31, 2021 | 52.57% |
| June 30, 2021 | 52.57% |
| May 31, 2021 | 52.57% |
| April 30, 2021 | 52.57% |
| March 31, 2021 | 52.57% |
| February 28, 2021 | 52.57% |
| January 31, 2021 | 52.57% |
| December 31, 2020 | 52.57% |
| November 30, 2020 | 52.57% |
| October 31, 2020 | 52.57% |
| September 30, 2020 | 52.57% |
| August 31, 2020 | 52.57% |
| July 31, 2020 | 52.57% |
| June 30, 2020 | 52.57% |
| May 31, 2020 | 52.57% |
| April 30, 2020 | 52.57% |
| March 31, 2020 | 52.57% |
| February 29, 2020 | 52.57% |
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
52.57%
Minimum
Apr 2019
80.81%
Maximum
Mar 2024
55.87%
Average
52.57%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Rare Element Resources Ltd | 96.21% |
| Freeport-McMoRan Inc | 74.00% |
| American Battery Technology Co | 98.69% |
| Vista Gold Corp | 81.58% |
| Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.04 |
| Beta (5Y) | 1.131 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.75% |
| Historical Sharpe Ratio (5Y) | -0.5222 |
| Historical Sortino (5Y) | -0.6615 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.66% |