Compass Diversified Holdings (CODI)
21.94
-0.03
(-0.14%)
USD |
NYSE |
May 10, 16:00
21.94
0.00 (0.00%)
After-Hours: 18:14
Compass Diversified Holdings Max Drawdown (5Y): 56.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.83% |
March 31, 2024 | 56.83% |
February 29, 2024 | 56.83% |
January 31, 2024 | 56.83% |
December 31, 2023 | 56.83% |
November 30, 2023 | 56.83% |
October 31, 2023 | 56.83% |
September 30, 2023 | 56.83% |
August 31, 2023 | 56.83% |
July 31, 2023 | 56.83% |
June 30, 2023 | 56.83% |
May 31, 2023 | 56.83% |
April 30, 2023 | 56.83% |
March 31, 2023 | 56.83% |
February 28, 2023 | 56.83% |
January 31, 2023 | 56.83% |
December 31, 2022 | 56.83% |
November 30, 2022 | 56.83% |
October 31, 2022 | 56.83% |
September 30, 2022 | 56.83% |
August 31, 2022 | 56.83% |
July 31, 2022 | 56.83% |
June 30, 2022 | 56.83% |
May 31, 2022 | 56.83% |
April 30, 2022 | 56.83% |
Date | Value |
---|---|
March 31, 2022 | 56.83% |
February 28, 2022 | 56.83% |
January 31, 2022 | 56.83% |
December 31, 2021 | 56.83% |
November 30, 2021 | 56.83% |
October 31, 2021 | 56.83% |
September 30, 2021 | 56.83% |
August 31, 2021 | 56.83% |
July 31, 2021 | 56.83% |
June 30, 2021 | 56.83% |
May 31, 2021 | 56.83% |
April 30, 2021 | 56.83% |
March 31, 2021 | 56.83% |
February 28, 2021 | 56.83% |
January 31, 2021 | 56.83% |
December 31, 2020 | 56.83% |
November 30, 2020 | 56.83% |
October 31, 2020 | 56.83% |
September 30, 2020 | 56.83% |
August 31, 2020 | 56.83% |
July 31, 2020 | 56.83% |
June 30, 2020 | 56.83% |
May 31, 2020 | 56.83% |
April 30, 2020 | 56.83% |
March 31, 2020 | 56.83% |
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
34.83%
Minimum
May 2019
56.83%
Maximum
Mar 2020
53.16%
Average
56.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Harte-Hanks Inc | 98.06% |
Matthews International Corp | 75.23% |
NN Inc | 95.38% |
Seaboard Corp | 43.33% |
1847 Holdings LLC | 99.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.536 |
Beta (5Y) | 1.730 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.61% |
Historical Sharpe Ratio (5Y) | 0.2858 |
Historical Sortino (5Y) | 0.4153 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.48% |