Compass, Inc. (New York) (COMP)
9.395
+0.22
(+2.45%)
USD |
NYSE |
Oct 29, 15:42
Compass Max Drawdown (5Y) : 90.82% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 90.82% |
| August 31, 2026 | 90.82% |
| July 31, 2026 | 90.82% |
| June 30, 2026 | 90.82% |
| May 31, 2026 | 90.82% |
| April 30, 2026 | 90.82% |
| March 31, 2026 | 90.82% |
| February 28, 2026 | 90.82% |
| January 31, 2026 | 90.82% |
| Date | Value |
|---|---|
| December 31, 2025 | 90.82% |
| November 30, 2025 | 90.82% |
| October 31, 2025 | 90.82% |
| September 30, 2025 | 90.82% |
| August 31, 2025 | 90.82% |
| July 31, 2025 | 90.82% |
| June 30, 2025 | 90.82% |
| May 31, 2025 | 90.82% |
| April 30, 2025 | 90.82% |
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
| Opendoor Technologies, Inc. | 98.57% |
| Zillow Group, Inc. | 86.74% |
| AGNT, Inc. | 92.94% |
| Comstock Holding Cos., Inc. | 58.11% |
| Offerpad Solutions, Inc. | 99.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.68 |
| Beta (5Y) | 2.318 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.12% |
| Historical Sharpe Ratio (5Y) | -0.153 |
| Historical Sortino (5Y) | -0.3471 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.93% |