CreditRiskMonitor.com, Inc. (CRMZ)
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Aug 24, 16:00
CreditRiskMonitor.com Max Drawdown (5Y) : 48.79% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 48.79% |
| June 30, 2026 | 48.79% |
| May 31, 2026 | 48.79% |
| April 30, 2026 | 48.79% |
| March 31, 2026 | 48.79% |
| February 28, 2026 | 48.79% |
| January 31, 2026 | 48.79% |
| December 31, 2025 | 48.79% |
| November 30, 2025 | 55.67% |
| October 31, 2025 | 56.68% |
| September 30, 2025 | 56.68% |
| August 31, 2025 | 68.91% |
| July 31, 2025 | 68.91% |
| June 30, 2025 | 74.24% |
| May 31, 2025 | 74.24% |
| April 30, 2025 | 74.24% |
| March 31, 2025 | 74.24% |
| February 28, 2025 | 74.95% |
| January 31, 2025 | 75.13% |
| December 31, 2024 | 75.13% |
| November 30, 2024 | 75.13% |
| October 31, 2024 | 75.13% |
| September 30, 2024 | 75.93% |
| August 31, 2024 | 75.93% |
| July 31, 2024 | 75.93% |
| Date | Value |
|---|---|
| June 30, 2024 | 75.93% |
| May 31, 2024 | 77.65% |
| April 30, 2024 | 77.65% |
| March 31, 2024 | 77.65% |
| February 29, 2024 | 77.65% |
| January 31, 2024 | 77.65% |
| December 31, 2023 | 77.65% |
| November 30, 2023 | 77.65% |
| October 31, 2023 | 77.65% |
| September 30, 2023 | 77.65% |
| August 31, 2023 | 77.65% |
| July 31, 2023 | 77.65% |
| June 30, 2023 | 77.65% |
| May 31, 2023 | 77.65% |
| April 30, 2023 | 77.65% |
| March 31, 2023 | 77.65% |
| February 28, 2023 | 77.65% |
| January 31, 2023 | 77.65% |
| December 31, 2022 | 77.65% |
| November 30, 2022 | 77.65% |
| October 31, 2022 | 77.65% |
| September 30, 2022 | 77.65% |
| August 31, 2022 | 77.65% |
| July 31, 2022 | 77.65% |
| June 30, 2022 | 77.65% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Moody's Corp. | 41.66% |
| S&P Global, Inc. | 39.77% |
| Wealthcraft Capital, Inc. | 99.49% |
| PRA Group, Inc. | 79.35% |
| WEX, Inc. | 53.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.979 |
| Beta (5Y) | 0.2236 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.13% |
| Historical Sharpe Ratio (5Y) | -0.2089 |
| Historical Sortino (5Y) | -0.4341 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.84% |