Mr. Cooper Group Inc (COOP)

95.23 +1.50 (+1.60%) USD  |  NASDAQ  |  Dec 20, 16:00
95.16 -0.07 (-0.07%) After-Hours: 20:00
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Mr. Cooper Group Max Drawdown (5Y): 85.02% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Onity Group Inc 97.33%
Walker & Dunlop Inc 68.49%
Velocity Financial Inc --
Rocket Companies Inc --
Better Home & Finance Holding Co --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 27.74
Beta (5Y) 1.410
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.98%
Historical Sharpe Ratio (5Y) 0.9915
Historical Sortino (5Y) 1.265
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.78%