Compass Diversified Holdings (CODI)
10.93
-0.08
(-0.73%)
USD |
NYSE |
Oct 02, 16:00
10.93
0.00 (0.00%)
After-Hours: 20:00
Compass Diversified Holdings Max Drawdown (5Y) : 83.29% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 83.29% |
| August 31, 2026 | 83.29% |
| July 31, 2026 | 83.29% |
| June 30, 2026 | 83.29% |
| May 31, 2026 | 83.29% |
| April 30, 2026 | 83.29% |
| March 31, 2026 | 83.29% |
| February 28, 2026 | 83.29% |
| January 31, 2026 | 83.29% |
| December 31, 2025 | 83.18% |
| November 30, 2025 | 80.84% |
| October 31, 2025 | 78.43% |
| September 30, 2025 | 78.43% |
| August 31, 2025 | 78.43% |
| July 31, 2025 | 78.43% |
| June 30, 2025 | 78.43% |
| May 31, 2025 | 76.46% |
| April 30, 2025 | 47.70% |
| March 31, 2025 | 49.70% |
| February 28, 2025 | 56.83% |
| January 31, 2025 | 56.83% |
| December 31, 2024 | 56.83% |
| November 30, 2024 | 56.83% |
| October 31, 2024 | 56.83% |
| September 30, 2024 | 56.83% |
| Date | Value |
|---|---|
| August 31, 2024 | 56.83% |
| July 31, 2024 | 56.83% |
| June 30, 2024 | 56.83% |
| May 31, 2024 | 56.83% |
| 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% |
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
| Trimax Corp. | 98.29% |
| Cannae Holdings, Inc. | 73.09% |
| Flywire Corp. | 84.40% |
| Acacia Research Corp. | 66.59% |
| Greystone Housing Impact Investors LP | 64.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.11 |
| Beta (5Y) | 1.303 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.68% |
| Historical Sharpe Ratio (5Y) | -0.3247 |
| Historical Sortino (5Y) | -0.4899 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.83% |