Consumer Portfolio Services Inc (CPSS)

10.46 -0.12 (-1.13%) USD  |  NASDAQ  |  Dec 20, 16:00
10.55 +0.09 (+0.86%) After-Hours: 20:00
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Consumer Portfolio Services Max Drawdown (5Y): 85.06% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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American Express Co 49.64%
Credit Acceptance Corp 56.93%
IF Bancorp Inc 47.44%
CPI Card Group Inc 99.04%
Sezzle Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.677
Beta (5Y) 1.992
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 71.86%
Historical Sharpe Ratio (5Y) 0.319
Historical Sortino (5Y) 0.4461
Monthly Value at Risk (VaR) 5% (5Y Lookback) 26.24%