Cooper-Standard Holdings Inc (CPS)
14.08
+0.04
(+0.28%)
USD |
NYSE |
Nov 21, 16:00
14.16
+0.08
(+0.57%)
Pre-Market: 20:00
Cooper-Standard Holdings Max Drawdown (5Y): 97.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.44% |
| September 30, 2024 | 97.44% |
| August 31, 2024 | 97.44% |
| July 31, 2024 | 97.44% |
| June 30, 2024 | 97.44% |
| May 31, 2024 | 97.44% |
| April 30, 2024 | 97.44% |
| March 31, 2024 | 97.44% |
| February 29, 2024 | 97.44% |
| January 31, 2024 | 97.44% |
| December 31, 2023 | 97.44% |
| November 30, 2023 | 97.44% |
| October 31, 2023 | 97.44% |
| September 30, 2023 | 97.44% |
| August 31, 2023 | 97.44% |
| July 31, 2023 | 97.44% |
| June 30, 2023 | 97.44% |
| May 31, 2023 | 97.44% |
| April 30, 2023 | 97.44% |
| March 31, 2023 | 97.44% |
| February 28, 2023 | 97.44% |
| January 31, 2023 | 97.44% |
| December 31, 2022 | 97.44% |
| November 30, 2022 | 97.44% |
| October 31, 2022 | 97.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.44% |
| August 31, 2022 | 97.44% |
| July 31, 2022 | 97.44% |
| June 30, 2022 | 97.44% |
| May 31, 2022 | 96.82% |
| April 30, 2022 | 96.82% |
| March 31, 2022 | 94.37% |
| February 28, 2022 | 94.37% |
| January 31, 2022 | 94.37% |
| December 31, 2021 | 94.37% |
| November 30, 2021 | 94.37% |
| October 31, 2021 | 94.37% |
| September 30, 2021 | 94.37% |
| August 31, 2021 | 94.37% |
| July 31, 2021 | 94.37% |
| June 30, 2021 | 94.37% |
| May 31, 2021 | 94.37% |
| April 30, 2021 | 94.37% |
| March 31, 2021 | 94.37% |
| February 28, 2021 | 94.37% |
| January 31, 2021 | 94.37% |
| December 31, 2020 | 94.37% |
| November 30, 2020 | 94.37% |
| October 31, 2020 | 94.37% |
| September 30, 2020 | 94.37% |
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
81.38%
Minimum
Nov 2019
97.44%
Maximum
Jun 2022
95.19%
Average
96.82%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Gentex Corp | 35.99% |
| Optec International Inc | 100.00% |
| Solid Power Inc | -- |
| Commercial Vehicle Group Inc | 90.48% |
| Hyliion Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -54.76 |
| Beta (5Y) | 2.742 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 109.5% |
| Historical Sharpe Ratio (5Y) | -0.1768 |
| Historical Sortino (5Y) | -0.4818 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.68% |