Consumer Portfolio Services Inc (CPSS)
10.66
+0.07
(+0.66%)
USD |
NASDAQ |
Nov 21, 16:00
10.65
-0.01
(-0.09%)
Pre-Market: 20:00
Consumer Portfolio Services Max Drawdown (5Y): 83.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.83% |
| September 30, 2024 | 83.83% |
| August 31, 2024 | 83.83% |
| July 31, 2024 | 83.83% |
| June 30, 2024 | 83.83% |
| May 31, 2024 | 83.83% |
| April 30, 2024 | 83.83% |
| March 31, 2024 | 83.83% |
| February 29, 2024 | 83.83% |
| January 31, 2024 | 83.83% |
| December 31, 2023 | 83.83% |
| November 30, 2023 | 83.83% |
| October 31, 2023 | 83.83% |
| September 30, 2023 | 83.83% |
| August 31, 2023 | 83.83% |
| July 31, 2023 | 83.83% |
| June 30, 2023 | 83.83% |
| May 31, 2023 | 83.83% |
| April 30, 2023 | 83.83% |
| March 31, 2023 | 83.83% |
| February 28, 2023 | 83.83% |
| January 31, 2023 | 83.83% |
| December 31, 2022 | 83.83% |
| November 30, 2022 | 83.83% |
| October 31, 2022 | 83.83% |
| Date | Value |
|---|---|
| September 30, 2022 | 83.83% |
| August 31, 2022 | 83.83% |
| July 31, 2022 | 83.83% |
| June 30, 2022 | 83.83% |
| May 31, 2022 | 83.83% |
| April 30, 2022 | 83.83% |
| March 31, 2022 | 83.83% |
| February 28, 2022 | 83.83% |
| January 31, 2022 | 83.83% |
| December 31, 2021 | 83.83% |
| November 30, 2021 | 83.83% |
| October 31, 2021 | 83.83% |
| September 30, 2021 | 83.83% |
| August 31, 2021 | 83.83% |
| July 31, 2021 | 83.83% |
| June 30, 2021 | 83.83% |
| May 31, 2021 | 83.83% |
| April 30, 2021 | 83.83% |
| March 31, 2021 | 83.83% |
| February 28, 2021 | 83.83% |
| January 31, 2021 | 83.83% |
| December 31, 2020 | 83.83% |
| November 30, 2020 | 83.83% |
| October 31, 2020 | 83.83% |
| September 30, 2020 | 83.83% |
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
73.15%
Minimum
Nov 2019
83.83%
Maximum
Mar 2020
83.12%
Average
83.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | -4.129 |
| Beta (5Y) | 2.004 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.80% |
| Historical Sharpe Ratio (5Y) | 0.3028 |
| Historical Sortino (5Y) | 0.4233 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.24% |