Copart Inc (CPRT)
56.90
+1.48
(+2.67%)
USD |
NASDAQ |
Nov 21, 16:00
57.56
+0.66
(+1.16%)
After-Hours: 20:00
Copart Max Drawdown (5Y): 43.75% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 43.75% |
September 30, 2024 | 43.75% |
August 31, 2024 | 43.75% |
July 31, 2024 | 43.75% |
June 30, 2024 | 43.75% |
May 31, 2024 | 43.75% |
April 30, 2024 | 43.75% |
March 31, 2024 | 43.75% |
February 29, 2024 | 43.75% |
January 31, 2024 | 43.75% |
December 31, 2023 | 43.75% |
November 30, 2023 | 43.75% |
October 31, 2023 | 43.75% |
September 30, 2023 | 43.75% |
August 31, 2023 | 43.75% |
July 31, 2023 | 43.75% |
June 30, 2023 | 43.75% |
May 31, 2023 | 43.75% |
April 30, 2023 | 43.75% |
March 31, 2023 | 43.75% |
February 28, 2023 | 43.75% |
January 31, 2023 | 43.75% |
December 31, 2022 | 43.75% |
November 30, 2022 | 43.75% |
October 31, 2022 | 43.75% |
Date | Value |
---|---|
September 30, 2022 | 43.75% |
August 31, 2022 | 43.75% |
July 31, 2022 | 43.75% |
June 30, 2022 | 43.75% |
May 31, 2022 | 43.75% |
April 30, 2022 | 43.75% |
March 31, 2022 | 43.75% |
February 28, 2022 | 43.75% |
January 31, 2022 | 43.75% |
December 31, 2021 | 43.75% |
November 30, 2021 | 43.75% |
October 31, 2021 | 43.75% |
September 30, 2021 | 43.75% |
August 31, 2021 | 43.75% |
July 31, 2021 | 43.75% |
June 30, 2021 | 43.75% |
May 31, 2021 | 43.75% |
April 30, 2021 | 43.75% |
March 31, 2021 | 43.75% |
February 28, 2021 | 43.75% |
January 31, 2021 | 43.75% |
December 31, 2020 | 43.75% |
November 30, 2020 | 43.75% |
October 31, 2020 | 43.75% |
September 30, 2020 | 43.75% |
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
32.37%
Minimum
Nov 2019
43.75%
Maximum
Mar 2020
42.99%
Average
43.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ABM Industries Inc | 51.98% |
AeroVironment Inc | 61.02% |
FuelCell Energy Inc | 99.91% |
Smith & Wesson Brands Inc | 80.40% |
The Toro Co | 35.64% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.274 |
Beta (5Y) | 1.270 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.80% |
Historical Sharpe Ratio (5Y) | 0.5928 |
Historical Sortino (5Y) | 0.8553 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.91% |