Cohen & Co Inc (COHN)
9.711
+0.13
(+1.37%)
USD |
NYAM |
Nov 21, 16:00
9.82
+0.11
(+1.12%)
After-Hours: 20:00
Cohen Max Drawdown (5Y): 89.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.93% |
| September 30, 2024 | 89.93% |
| August 31, 2024 | 89.93% |
| July 31, 2024 | 89.93% |
| June 30, 2024 | 89.93% |
| May 31, 2024 | 89.93% |
| April 30, 2024 | 89.93% |
| 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 | 77.51% |
| January 31, 2023 | 77.51% |
| December 31, 2022 | 77.51% |
| November 30, 2022 | 77.51% |
| October 31, 2022 | 77.51% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.51% |
| August 31, 2022 | 77.51% |
| July 31, 2022 | 77.51% |
| June 30, 2022 | 77.51% |
| May 31, 2022 | 77.51% |
| April 30, 2022 | 77.51% |
| March 31, 2022 | 77.51% |
| February 28, 2022 | 77.51% |
| January 31, 2022 | 77.51% |
| December 31, 2021 | 77.51% |
| November 30, 2021 | 77.51% |
| October 31, 2021 | 77.51% |
| September 30, 2021 | 77.51% |
| August 31, 2021 | 77.51% |
| July 31, 2021 | 77.51% |
| June 30, 2021 | 77.51% |
| May 31, 2021 | 77.51% |
| April 30, 2021 | 77.51% |
| March 31, 2021 | 77.51% |
| February 28, 2021 | 80.07% |
| January 31, 2021 | 80.07% |
| December 31, 2020 | 80.07% |
| November 30, 2020 | 80.07% |
| October 31, 2020 | 80.07% |
| September 30, 2020 | 80.07% |
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
77.51%
Minimum
Mar 2021
89.93%
Maximum
Jun 2023
81.97%
Average
80.07%
Median
Nov 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 | 87.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.817 |
| Beta (5Y) | 1.209 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 119.3% |
| Historical Sharpe Ratio (5Y) | 0.1712 |
| Historical Sortino (5Y) | 0.6224 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.82% |