CoStar Group Inc (CSGP)
77.01
+0.74
(+0.97%)
USD |
NASDAQ |
Nov 21, 16:00
77.01
0.00 (0.00%)
After-Hours: 19:53
CoStar Group Max Drawdown (5Y): 46.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.59% |
| September 30, 2024 | 46.59% |
| August 31, 2024 | 46.59% |
| July 31, 2024 | 46.59% |
| June 30, 2024 | 46.59% |
| May 31, 2024 | 46.59% |
| April 30, 2024 | 46.59% |
| March 31, 2024 | 46.59% |
| February 29, 2024 | 46.59% |
| January 31, 2024 | 46.59% |
| December 31, 2023 | 46.59% |
| November 30, 2023 | 46.59% |
| October 31, 2023 | 46.59% |
| September 30, 2023 | 46.59% |
| August 31, 2023 | 46.59% |
| July 31, 2023 | 46.59% |
| June 30, 2023 | 46.59% |
| May 31, 2023 | 46.59% |
| April 30, 2023 | 46.59% |
| March 31, 2023 | 46.59% |
| February 28, 2023 | 46.59% |
| January 31, 2023 | 46.59% |
| December 31, 2022 | 46.59% |
| November 30, 2022 | 46.59% |
| October 31, 2022 | 46.59% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.59% |
| August 31, 2022 | 46.59% |
| July 31, 2022 | 46.59% |
| June 30, 2022 | 46.59% |
| May 31, 2022 | 46.59% |
| April 30, 2022 | 46.59% |
| March 31, 2022 | 46.59% |
| February 28, 2022 | 46.36% |
| January 31, 2022 | 34.01% |
| December 31, 2021 | 29.29% |
| November 30, 2021 | 29.29% |
| October 31, 2021 | 29.29% |
| September 30, 2021 | 29.29% |
| August 31, 2021 | 29.29% |
| July 31, 2021 | 29.29% |
| June 30, 2021 | 29.29% |
| May 31, 2021 | 29.29% |
| April 30, 2021 | 29.29% |
| March 31, 2021 | 29.29% |
| February 28, 2021 | 29.29% |
| January 31, 2021 | 31.83% |
| December 31, 2020 | 31.83% |
| November 30, 2020 | 31.83% |
| October 31, 2020 | 31.83% |
| September 30, 2020 | 31.83% |
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
29.29%
Minimum
Feb 2021
46.59%
Maximum
Mar 2022
39.52%
Average
46.59%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Digital Realty Trust Inc | 48.47% |
| Extra Space Storage Inc | 51.37% |
| Ventas Inc | 76.93% |
| BXP Inc | 63.62% |
| Host Hotels & Resorts Inc | 55.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.173 |
| Beta (5Y) | 0.8207 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.68% |
| Historical Sharpe Ratio (5Y) | 0.1152 |
| Historical Sortino (5Y) | 0.1883 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.82% |