CoStar Group Inc (CSGP)
77.96
+1.38
(+1.80%)
USD |
NASDAQ |
May 02, 16:00
77.80
-0.16
(-0.21%)
After-Hours: 20:00
CoStar Group Max Drawdown (5Y): 46.59% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Digital Realty Trust Inc | 48.47% |
| Extra Space Storage Inc | 51.37% |
| Host Hotels & Resorts Inc | 53.17% |
| Ventas Inc | 62.50% |
| American Tower Corp | 45.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.45 |
| Beta (5Y) | 0.8898 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.94% |
| Historical Sharpe Ratio (5Y) | 0.002 |
| Historical Sortino (5Y) | 0.0035 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.63% |