Mr. Cooper Group Inc (COOP)
92.25
+1.65
(+1.82%)
USD |
NASDAQ |
Nov 05, 16:00
92.25
0.00 (0.00%)
After-Hours: 20:00
Mr. Cooper Group Max Drawdown (5Y): 84.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.40% |
| September 30, 2024 | 84.40% |
| August 31, 2024 | 84.40% |
| July 31, 2024 | 84.40% |
| June 30, 2024 | 84.40% |
| May 31, 2024 | 84.40% |
| April 30, 2024 | 84.40% |
| March 31, 2024 | 84.40% |
| February 29, 2024 | 84.40% |
| January 31, 2024 | 84.40% |
| December 31, 2023 | 84.40% |
| November 30, 2023 | 84.40% |
| October 31, 2023 | 84.40% |
| September 30, 2023 | 84.40% |
| August 31, 2023 | 84.40% |
| July 31, 2023 | 84.40% |
| June 30, 2023 | 84.40% |
| May 31, 2023 | 84.40% |
| April 30, 2023 | 84.40% |
| March 31, 2023 | 84.40% |
| February 28, 2023 | 84.40% |
| January 31, 2023 | 84.40% |
| December 31, 2022 | 84.40% |
| November 30, 2022 | 84.40% |
| October 31, 2022 | 84.40% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.40% |
| August 31, 2022 | 84.40% |
| July 31, 2022 | 84.40% |
| June 30, 2022 | 84.40% |
| May 31, 2022 | 84.40% |
| April 30, 2022 | 84.40% |
| March 31, 2022 | 84.40% |
| February 28, 2022 | 84.40% |
| January 31, 2022 | 84.40% |
| December 31, 2021 | 84.40% |
| November 30, 2021 | 84.40% |
| October 31, 2021 | 84.40% |
| September 30, 2021 | 84.40% |
| August 31, 2021 | 84.40% |
| July 31, 2021 | 84.40% |
| June 30, 2021 | 84.40% |
| May 31, 2021 | 84.40% |
| April 30, 2021 | 84.40% |
| March 31, 2021 | 84.40% |
| February 28, 2021 | 84.40% |
| January 31, 2021 | 84.40% |
| December 31, 2020 | 84.40% |
| November 30, 2020 | 84.40% |
| October 31, 2020 | 84.40% |
| September 30, 2020 | 84.40% |
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
82.51%
Minimum
Nov 2019
84.40%
Maximum
Apr 2020
84.27%
Average
84.40%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| UWM Holdings Corp | -- |
| Onity Group Inc | 97.33% |
| Walker & Dunlop Inc | 68.49% |
| Velocity Financial Inc | -- |
| Better Home & Finance Holding Co | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 26.74 |
| Beta (5Y) | 1.404 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.02% |
| Historical Sharpe Ratio (5Y) | 0.9542 |
| Historical Sortino (5Y) | 1.225 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.78% |