Cohen & Co Inc (COHN)
6.65
+0.10
(+1.54%)
USD |
NYAM |
Apr 24, 16:00
6.76
+0.11
(+1.65%)
After-Hours: 20:00
Cohen Max Drawdown (5Y): 89.93% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 89.93% |
| February 29, 2024 | 89.93% |
| January 31, 2024 | 89.93% |
| December 31, 2023 | 89.93% |
| November 30, 2023 | 89.93% |
| October 31, 2023 | 89.93% |
| September 30, 2023 | 89.93% |
| August 31, 2023 | 89.93% |
| July 31, 2023 | 89.93% |
| June 30, 2023 | 89.93% |
| May 31, 2023 | 86.23% |
| April 30, 2023 | 81.64% |
| March 31, 2023 | 80.12% |
| February 28, 2023 | 77.06% |
| January 31, 2023 | 77.06% |
| December 31, 2022 | 76.81% |
| November 30, 2022 | 76.64% |
| October 31, 2022 | 76.64% |
| September 30, 2022 | 76.64% |
| August 31, 2022 | 76.26% |
| July 31, 2022 | 76.26% |
| June 30, 2022 | 76.26% |
| May 31, 2022 | 76.26% |
| April 30, 2022 | 76.26% |
| March 31, 2022 | 76.26% |
| Date | Value |
|---|---|
| February 28, 2022 | 76.26% |
| January 31, 2022 | 76.26% |
| December 31, 2021 | 76.26% |
| November 30, 2021 | 76.26% |
| October 31, 2021 | 76.26% |
| September 30, 2021 | 76.26% |
| August 31, 2021 | 76.26% |
| July 31, 2021 | 76.26% |
| June 30, 2021 | 76.26% |
| May 31, 2021 | 76.26% |
| April 30, 2021 | 76.26% |
| March 31, 2021 | 76.26% |
| February 28, 2021 | 76.26% |
| January 31, 2021 | 76.26% |
| December 31, 2020 | 76.26% |
| November 30, 2020 | 77.51% |
| October 31, 2020 | 77.51% |
| September 30, 2020 | 77.51% |
| August 31, 2020 | 77.51% |
| July 31, 2020 | 77.51% |
| June 30, 2020 | 77.51% |
| May 31, 2020 | 77.51% |
| April 30, 2020 | 77.51% |
| March 31, 2020 | 77.51% |
| February 29, 2020 | 77.51% |
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
76.26%
Minimum
Dec 2020
89.93%
Maximum
Jun 2023
79.43%
Average
77.51%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
| Ares Capital Corp | 56.84% |
| Capital Southwest Corp | 61.24% |
| Rand Capital Corp | 56.29% |
| PhenixFIN Corp | 94.46% |
| Great Elm Group Inc | 86.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.578 |
| Beta (5Y) | 1.086 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 118.8% |
| Historical Sharpe Ratio (5Y) | 0.0555 |
| Historical Sortino (5Y) | 0.2003 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.09% |