Compass Group Plc (CMPGY)
29.73
-0.15
(-0.50%)
USD |
OTCM |
Oct 05, 16:00
Compass Group Max Drawdown (5Y) : 26.21% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 26.21% |
| August 31, 2026 | 26.21% |
| July 31, 2026 | 26.21% |
| June 30, 2026 | 26.21% |
| May 31, 2026 | 26.21% |
| April 30, 2026 | 26.21% |
| March 31, 2026 | 26.21% |
| February 28, 2026 | 26.21% |
| January 31, 2026 | 30.69% |
| December 31, 2025 | 32.15% |
| November 30, 2025 | 32.54% |
| October 31, 2025 | 47.77% |
| September 30, 2025 | 48.60% |
| August 31, 2025 | 48.60% |
| July 31, 2025 | 48.60% |
| June 30, 2025 | 48.60% |
| May 31, 2025 | 49.20% |
| April 30, 2025 | 51.25% |
| March 31, 2025 | 51.25% |
| February 28, 2025 | 57.37% |
| January 31, 2025 | 57.37% |
| December 31, 2024 | 57.37% |
| November 30, 2024 | 57.37% |
| October 31, 2024 | 57.37% |
| September 30, 2024 | 57.37% |
| Date | Value |
|---|---|
| August 31, 2024 | 57.37% |
| July 31, 2024 | 57.37% |
| June 30, 2024 | 57.37% |
| May 31, 2024 | 57.37% |
| April 30, 2024 | 57.37% |
| March 31, 2024 | 57.37% |
| February 29, 2024 | 57.37% |
| January 31, 2024 | 57.37% |
| December 31, 2023 | 57.37% |
| November 30, 2023 | 57.37% |
| October 31, 2023 | 57.37% |
| September 30, 2023 | 57.37% |
| August 31, 2023 | 57.37% |
| July 31, 2023 | 57.37% |
| June 30, 2023 | 57.37% |
| May 31, 2023 | 57.37% |
| April 30, 2023 | 57.37% |
| March 31, 2023 | 57.37% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| SSP Group Plc | 77.67% |
| JD Wetherspoon Plc | 73.02% |
| GreetEat Corp. | 98.48% |
| Whitbread Plc | 75.22% |
| Aramark | 35.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.838 |
| Beta (5Y) | 0.7078 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.97% |
| Historical Sharpe Ratio (5Y) | 0.2625 |
| Historical Sortino (5Y) | 0.4607 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.92% |