Corpay Inc (CPAY)
363.36
-6.92
(-1.87%)
USD |
NYSE |
Nov 15, 16:00
362.96
-0.40
(-0.11%)
After-Hours: 20:00
Corpay Max Drawdown (5Y): 50.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.13% |
| September 30, 2024 | 50.13% |
| August 31, 2024 | 50.13% |
| July 31, 2024 | 50.13% |
| June 30, 2024 | 50.13% |
| May 31, 2024 | 50.13% |
| April 30, 2024 | 50.13% |
| March 31, 2024 | 50.13% |
| February 29, 2024 | 50.13% |
| January 31, 2024 | 50.13% |
| December 31, 2023 | 50.13% |
| November 30, 2023 | 50.13% |
| October 31, 2023 | 50.13% |
| September 30, 2023 | 50.13% |
| August 31, 2023 | 50.13% |
| July 31, 2023 | 50.13% |
| June 30, 2023 | 50.13% |
| May 31, 2023 | 50.13% |
| April 30, 2023 | 50.13% |
| March 31, 2023 | 50.13% |
| February 28, 2023 | 50.13% |
| January 31, 2023 | 50.13% |
| December 31, 2022 | 50.13% |
| November 30, 2022 | 50.13% |
| October 31, 2022 | 50.13% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.78% |
| August 31, 2022 | 47.78% |
| July 31, 2022 | 47.78% |
| June 30, 2022 | 47.78% |
| May 31, 2022 | 47.78% |
| April 30, 2022 | 47.78% |
| March 31, 2022 | 47.78% |
| February 28, 2022 | 47.78% |
| January 31, 2022 | 47.78% |
| December 31, 2021 | 47.78% |
| November 30, 2021 | 47.78% |
| October 31, 2021 | 47.78% |
| September 30, 2021 | 47.78% |
| August 31, 2021 | 47.78% |
| July 31, 2021 | 47.78% |
| June 30, 2021 | 47.78% |
| May 31, 2021 | 47.78% |
| April 30, 2021 | 47.78% |
| March 31, 2021 | 47.78% |
| February 28, 2021 | 47.78% |
| January 31, 2021 | 47.78% |
| December 31, 2020 | 47.78% |
| November 30, 2020 | 47.78% |
| October 31, 2020 | 47.78% |
| September 30, 2020 | 47.78% |
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
30.80%
Minimum
Nov 2019
50.13%
Maximum
Oct 2022
47.63%
Average
47.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CACI International Inc | 41.40% |
| Direct Communication Solutions Inc | -- |
| GoDaddy Inc | 50.10% |
| Decentral Life Inc | 100.00% |
| Everything Blockchain Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.68 |
| Beta (5Y) | 1.210 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.00% |
| Historical Sharpe Ratio (5Y) | -0.0018 |
| Historical Sortino (5Y) | -0.0025 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.28% |