CoStar Group Inc (CSGP)

71.46 +1.62 (+2.33%) USD  |  NASDAQ  |  Dec 20, 16:00
71.46 0.00 (0.00%) After-Hours: 20:00
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CoStar Group Max Drawdown (5Y): 46.59% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Extra Space Storage Inc 51.37%
Ventas Inc 76.93%
Digital Realty Trust Inc 48.47%
Host Hotels & Resorts Inc 55.10%
Simon Property Group Inc 77.02%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.649
Beta (5Y) 0.8284
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.56%
Historical Sharpe Ratio (5Y) 0.1155
Historical Sortino (5Y) 0.1886
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.82%