Cohen & Steers Inc (CNS)
70.79
-0.79
(-1.10%)
USD |
NYSE |
Apr 24, 16:00
70.82
+0.03
(+0.04%)
Pre-Market: 20:00
Cohen & Steers Max Drawdown (5Y): 55.05% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 55.05% |
February 29, 2024 | 55.05% |
January 31, 2024 | 55.05% |
December 31, 2023 | 55.05% |
November 30, 2023 | 55.05% |
October 31, 2023 | 55.05% |
September 30, 2023 | 55.05% |
August 31, 2023 | 55.05% |
July 31, 2023 | 55.05% |
June 30, 2023 | 55.05% |
May 31, 2023 | 55.05% |
April 30, 2023 | 55.05% |
March 31, 2023 | 55.05% |
February 28, 2023 | 55.05% |
January 31, 2023 | 55.05% |
December 31, 2022 | 55.05% |
November 30, 2022 | 55.05% |
October 31, 2022 | 55.05% |
September 30, 2022 | 55.05% |
August 31, 2022 | 55.05% |
July 31, 2022 | 55.05% |
June 30, 2022 | 55.05% |
May 31, 2022 | 55.05% |
April 30, 2022 | 55.05% |
March 31, 2022 | 55.05% |
Date | Value |
---|---|
February 28, 2022 | 55.05% |
January 31, 2022 | 55.05% |
December 31, 2021 | 55.05% |
November 30, 2021 | 55.05% |
October 31, 2021 | 55.05% |
September 30, 2021 | 55.05% |
August 31, 2021 | 55.05% |
July 31, 2021 | 55.05% |
June 30, 2021 | 55.05% |
May 31, 2021 | 55.05% |
April 30, 2021 | 55.05% |
March 31, 2021 | 55.05% |
February 28, 2021 | 55.05% |
January 31, 2021 | 55.05% |
December 31, 2020 | 55.05% |
November 30, 2020 | 55.05% |
October 31, 2020 | 55.05% |
September 30, 2020 | 55.05% |
August 31, 2020 | 55.05% |
July 31, 2020 | 55.05% |
June 30, 2020 | 55.05% |
May 31, 2020 | 55.05% |
April 30, 2020 | 55.05% |
March 31, 2020 | 55.05% |
February 29, 2020 | 42.28% |
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
42.28%
Minimum
Apr 2019
55.05%
Maximum
Mar 2020
52.71%
Average
55.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Diamond Hill Investment Group Inc | 57.66% |
MidCap Financial Investment Corp | 67.60% |
Gladstone Investment Corp | 56.30% |
Golub Capital BDC Inc | 47.30% |
Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.665 |
Beta (5Y) | 1.455 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.49% |
Historical Sharpe Ratio (5Y) | 0.3695 |
Historical Sortino (5Y) | 0.5739 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.96% |