Cannae Holdings Inc (CNNE)
19.94
+0.13
(+0.66%)
USD |
NYSE |
Apr 26, 12:01
Cannae Holdings Max Drawdown (5Y): 64.69% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 64.69% |
| February 29, 2024 | 64.69% |
| January 31, 2024 | 64.69% |
| December 31, 2023 | 64.69% |
| November 30, 2023 | 64.69% |
| October 31, 2023 | 64.69% |
| September 30, 2023 | 62.24% |
| August 31, 2023 | 62.24% |
| July 31, 2023 | 62.24% |
| June 30, 2023 | 62.24% |
| May 31, 2023 | 62.24% |
| April 30, 2023 | 62.24% |
| March 31, 2023 | 62.24% |
| February 28, 2023 | 62.24% |
| January 31, 2023 | 62.24% |
| December 31, 2022 | 62.24% |
| November 30, 2022 | 62.24% |
| October 31, 2022 | 62.24% |
| September 30, 2022 | 62.24% |
| August 31, 2022 | 62.24% |
| July 31, 2022 | 62.24% |
| June 30, 2022 | 62.24% |
| May 31, 2022 | 60.66% |
| April 30, 2022 | 51.32% |
| March 31, 2022 | 48.73% |
| Date | Value |
|---|---|
| February 28, 2022 | 45.74% |
| January 31, 2022 | 45.74% |
| December 31, 2021 | 45.74% |
| November 30, 2021 | 45.74% |
| October 31, 2021 | 45.74% |
| September 30, 2021 | 45.74% |
| August 31, 2021 | 45.74% |
| July 31, 2021 | 45.74% |
| June 30, 2021 | 45.74% |
| May 31, 2021 | 45.74% |
| April 30, 2021 | 45.74% |
| March 31, 2021 | 45.74% |
| February 28, 2021 | 45.74% |
| January 31, 2021 | 45.74% |
| December 31, 2020 | 45.74% |
| November 30, 2020 | 45.74% |
| October 31, 2020 | 45.74% |
| September 30, 2020 | 45.74% |
| August 31, 2020 | 45.74% |
| July 31, 2020 | 45.74% |
| June 30, 2020 | 45.74% |
| May 31, 2020 | 45.74% |
| April 30, 2020 | 45.74% |
| March 31, 2020 | 45.74% |
| February 29, 2020 | 36.62% |
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
36.62%
Minimum
Apr 2019
64.69%
Maximum
Oct 2023
50.76%
Average
45.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ark Restaurants Corp | 66.86% |
| Flanigan'S Enterprises Inc | 69.97% |
| BJ's Restaurants Inc | 91.20% |
| Cheesecake Factory Inc | 75.51% |
| Cracker Barrel Old Country Store Inc | 67.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.37 |
| Beta (5Y) | 0.8923 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.03% |
| Historical Sharpe Ratio (5Y) | -0.1093 |
| Historical Sortino (5Y) | -0.1769 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.05% |