Cohen & Co Inc (COHN)
8.11
-0.09
(-1.10%)
USD |
NYAM |
Apr 02, 14:35
Cohen Max Drawdown (5Y): 89.93% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Ares Capital Corp | 51.23% |
| Capital Southwest Corp | 56.56% |
| Rand Capital Corp | 57.73% |
| PhenixFIN Corp | 92.88% |
| Great Elm Group Inc | 87.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.347 |
| Beta (5Y) | 1.382 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 118.4% |
| Historical Sharpe Ratio (5Y) | 0.2319 |
| Historical Sortino (5Y) | 0.839 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.51% |