CRA International Inc (CRAI)
189.38
-3.24
(-1.68%)
USD |
NASDAQ |
Nov 21, 16:00
189.22
-0.16
(-0.09%)
Pre-Market: 20:00
CRA International Max Drawdown (5Y): 60.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.73% |
| September 30, 2024 | 60.73% |
| August 31, 2024 | 60.73% |
| July 31, 2024 | 60.73% |
| June 30, 2024 | 60.73% |
| May 31, 2024 | 60.73% |
| April 30, 2024 | 60.73% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
60.73%
Maximum
Mar 2020
59.94%
Average
60.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| DLH Holdings Corp | 61.85% |
| Amaya Global Hldgs Corp | -- |
| VizConnect Inc | 100.0% |
| Broadcast Marketing Group Inc | 99.00% |
| Meridian Holdings Inc | 96.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.87 |
| Beta (5Y) | 1.134 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.45% |
| Historical Sharpe Ratio (5Y) | 0.7673 |
| Historical Sortino (5Y) | 1.101 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.69% |