Copart Inc (CPRT)
57.81
-0.12
(-0.21%)
USD |
NASDAQ |
Nov 14, 12:53
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 | 99.38% |
| 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% |