CoStar Group Inc (CSGP)
84.94
-0.20
(-0.23%)
USD |
NASDAQ |
Jul 17, 16:00
85.10
+0.16
(+0.18%)
After-Hours: 19:40
CoStar Group Max Drawdown (5Y): 46.59% for June 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% |
| Ventas Inc | 51.44% |
| Extra Space Storage Inc | 51.37% |
| Essex Property Trust Inc | 43.86% |
| Host Hotels & Resorts Inc | 49.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.57 |
| Beta (5Y) | 0.8862 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.94% |
| Historical Sharpe Ratio (5Y) | -0.0116 |
| Historical Sortino (5Y) | -0.0196 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.63% |