CRA International Inc (CRAI)
148.68
+1.55
(+1.05%)
USD |
NASDAQ |
Apr 23, 11:18
CRA International Max Drawdown (5Y): 60.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 60.73% |
February 29, 2024 | 60.73% |
January 31, 2024 | 60.73% |
December 31, 2023 | 60.73% |
November 30, 2023 | 60.73% |
October 31, 2023 | 60.73% |
September 30, 2023 | 60.73% |
August 31, 2023 | 60.73% |
July 31, 2023 | 60.73% |
June 30, 2023 | 60.73% |
May 31, 2023 | 60.73% |
April 30, 2023 | 60.73% |
March 31, 2023 | 60.73% |
February 28, 2023 | 60.73% |
January 31, 2023 | 60.73% |
December 31, 2022 | 60.73% |
November 30, 2022 | 60.73% |
October 31, 2022 | 60.73% |
September 30, 2022 | 60.73% |
August 31, 2022 | 60.73% |
July 31, 2022 | 60.73% |
June 30, 2022 | 60.73% |
May 31, 2022 | 60.73% |
April 30, 2022 | 60.73% |
March 31, 2022 | 60.73% |
Date | Value |
---|---|
February 28, 2022 | 60.73% |
January 31, 2022 | 60.73% |
December 31, 2021 | 60.73% |
November 30, 2021 | 60.73% |
October 31, 2021 | 60.73% |
September 30, 2021 | 60.73% |
August 31, 2021 | 60.73% |
July 31, 2021 | 60.73% |
June 30, 2021 | 60.73% |
May 31, 2021 | 60.73% |
April 30, 2021 | 60.73% |
March 31, 2021 | 60.73% |
February 28, 2021 | 60.73% |
January 31, 2021 | 60.73% |
December 31, 2020 | 60.73% |
November 30, 2020 | 60.73% |
October 31, 2020 | 60.73% |
September 30, 2020 | 60.73% |
August 31, 2020 | 60.73% |
July 31, 2020 | 60.73% |
June 30, 2020 | 60.73% |
May 31, 2020 | 60.73% |
April 30, 2020 | 60.73% |
March 31, 2020 | 60.73% |
February 29, 2020 | 48.95% |
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
48.95%
Minimum
Apr 2019
60.73%
Maximum
Mar 2020
58.57%
Average
60.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
DLH Holdings Corp | 57.09% |
Amaya Global Hldgs Corp | 80.00% |
VizConnect Inc | 100.0% |
Meridian Holdings Inc | 96.67% |
Fuego Enterprises Inc | 98.96% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.312 |
Beta (5Y) | 1.221 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.82% |
Historical Sharpe Ratio (5Y) | 0.6247 |
Historical Sortino (5Y) | 0.9131 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.80% |