Corpay Inc (CPAY)
299.29
+0.35
(+0.12%)
USD |
NYSE |
May 03, 16:00
299.32
+0.03
(+0.01%)
After-Hours: 20:00
Corpay Max Drawdown (5Y): 50.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 47.78% |
July 31, 2020 | 47.78% |
June 30, 2020 | 47.78% |
May 31, 2020 | 47.78% |
April 30, 2020 | 47.78% |
March 31, 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
May 2019
50.13%
Maximum
Oct 2022
45.69%
Average
47.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
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) | -12.61 |
Beta (5Y) | 1.214 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.03% |
Historical Sharpe Ratio (5Y) | 0.0299 |
Historical Sortino (5Y) | 0.039 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.19% |