Compass Minerals International Inc (CMP)
14.83
+0.13
(+0.88%)
USD |
NYSE |
Nov 22, 16:00
14.84
+0.02
(+0.10%)
Pre-Market: 20:00
Compass Minerals International Max Drawdown (5Y): 89.11% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.11% |
| September 30, 2024 | 89.11% |
| August 31, 2024 | 87.62% |
| July 31, 2024 | 86.08% |
| June 30, 2024 | 85.52% |
| May 31, 2024 | 82.97% |
| April 30, 2024 | 82.55% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.37% |
| August 31, 2022 | 57.37% |
| July 31, 2022 | 57.37% |
| June 30, 2022 | 55.83% |
| May 31, 2022 | 53.44% |
| April 30, 2022 | 53.44% |
| March 31, 2022 | 53.44% |
| February 28, 2022 | 53.44% |
| January 31, 2022 | 53.44% |
| December 31, 2021 | 53.44% |
| November 30, 2021 | 53.44% |
| October 31, 2021 | 53.44% |
| September 30, 2021 | 53.44% |
| August 31, 2021 | 53.44% |
| July 31, 2021 | 53.44% |
| June 30, 2021 | 53.44% |
| May 31, 2021 | 53.44% |
| April 30, 2021 | 53.44% |
| March 31, 2021 | 53.44% |
| February 28, 2021 | 53.44% |
| January 31, 2021 | 53.44% |
| December 31, 2020 | 53.44% |
| November 30, 2020 | 53.44% |
| October 31, 2020 | 53.44% |
| September 30, 2020 | 53.44% |
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
Nov 2019
89.11%
Maximum
Sep 2024
60.16%
Average
53.44%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Rare Element Resources Ltd | 93.17% |
| Freeport-McMoRan Inc | 76.54% |
| Piedmont Lithium Inc | -- |
| Vista Gold Corp | 81.58% |
| Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.77 |
| Beta (5Y) | 1.104 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.22% |
| Historical Sharpe Ratio (5Y) | -0.5501 |
| Historical Sortino (5Y) | -0.7649 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.18% |