Canterbury Park Holding Corp (CPHC)
18.90
+0.21
(+1.12%)
USD |
NASDAQ |
Nov 04, 16:00
19.19
+0.29
(+1.53%)
Pre-Market: 20:00
Canterbury Park Max Drawdown (5Y): 55.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.89% |
| September 30, 2024 | 55.89% |
| August 31, 2024 | 55.89% |
| July 31, 2024 | 55.89% |
| June 30, 2024 | 55.89% |
| May 31, 2024 | 55.89% |
| April 30, 2024 | 55.89% |
| March 31, 2024 | 55.89% |
| February 29, 2024 | 55.89% |
| January 31, 2024 | 55.89% |
| December 31, 2023 | 55.89% |
| November 30, 2023 | 52.17% |
| October 31, 2023 | 52.17% |
| September 30, 2023 | 52.17% |
| August 31, 2023 | 52.17% |
| July 31, 2023 | 52.17% |
| June 30, 2023 | 52.17% |
| May 31, 2023 | 52.17% |
| April 30, 2023 | 52.17% |
| March 31, 2023 | 52.17% |
| February 28, 2023 | 52.17% |
| January 31, 2023 | 52.17% |
| December 31, 2022 | 52.17% |
| November 30, 2022 | 52.17% |
| October 31, 2022 | 52.17% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.17% |
| August 31, 2022 | 52.17% |
| July 31, 2022 | 52.17% |
| June 30, 2022 | 52.17% |
| May 31, 2022 | 52.17% |
| April 30, 2022 | 52.17% |
| March 31, 2022 | 52.17% |
| February 28, 2022 | 52.17% |
| January 31, 2022 | 52.17% |
| December 31, 2021 | 52.17% |
| November 30, 2021 | 52.17% |
| October 31, 2021 | 52.17% |
| September 30, 2021 | 52.17% |
| August 31, 2021 | 52.17% |
| July 31, 2021 | 52.17% |
| June 30, 2021 | 52.17% |
| May 31, 2021 | 52.17% |
| April 30, 2021 | 52.17% |
| March 31, 2021 | 52.17% |
| February 28, 2021 | 52.17% |
| January 31, 2021 | 52.17% |
| December 31, 2020 | 52.17% |
| November 30, 2020 | 52.17% |
| October 31, 2020 | 52.17% |
| September 30, 2020 | 52.17% |
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
33.15%
Minimum
Dec 2019
55.89%
Maximum
Dec 2023
51.60%
Average
52.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.044 |
| Beta (5Y) | -0.3065 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.07% |
| Historical Sharpe Ratio (5Y) | 0.1411 |
| Historical Sortino (5Y) | 0.2148 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.59% |