Corpay Inc (CPAY)

343.83 +4.74 (+1.40%) USD  |  NYSE  |  Dec 20, 16:00
343.91 +0.08 (+0.02%) After-Hours: 20:00
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Corpay Max Drawdown (5Y): 50.13% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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CACI International Inc 41.40%
Direct Communication Solutions Inc --
Decentral Life Inc 100.00%
GoDaddy Inc 50.10%
Everything Blockchain Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.48
Beta (5Y) 1.235
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.03%
Historical Sharpe Ratio (5Y) 0.063
Historical Sortino (5Y) 0.0845
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.28%