Cooper-Standard Holdings Inc (CPS)
16.69
-0.24
(-1.42%)
USD |
NYSE |
Mar 21, 16:00
16.66
-0.03
(-0.18%)
After-Hours: 20:00
Cooper-Standard Holdings Max Drawdown (5Y): 97.44% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Gentex Corp | 35.99% |
| Optec International Inc | 100.00% |
| Solid Power Inc | -- |
| BorgWarner Inc | 65.38% |
| Modine Manufacturing Co | 88.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.90 |
| Beta (5Y) | 2.708 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 106.1% |
| Historical Sharpe Ratio (5Y) | -0.0486 |
| Historical Sortino (5Y) | -0.1461 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.93% |