CoStar Group Inc (CSGP)
90.37
-1.58
(-1.72%)
USD |
NASDAQ |
Apr 25, 16:00
90.37
0.00 (0.00%)
After-Hours: 20:00
CoStar Group Max Drawdown (5Y): 46.59% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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 | 29.29% |
December 31, 2020 | 29.29% |
November 30, 2020 | 31.83% |
October 31, 2020 | 31.83% |
September 30, 2020 | 31.83% |
August 31, 2020 | 31.83% |
July 31, 2020 | 31.83% |
June 30, 2020 | 31.83% |
May 31, 2020 | 31.83% |
April 30, 2020 | 31.83% |
March 31, 2020 | 31.83% |
February 29, 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
Dec 2020
46.59%
Maximum
Mar 2022
37.97%
Average
34.85%
Median
Max Drawdown (5Y) Benchmarks
Digital Realty Trust Inc | 48.47% |
Ventas Inc | 76.93% |
Extra Space Storage Inc | 51.37% |
Public Storage | 37.94% |
Regency Centers Corp | 57.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.742 |
Beta (5Y) | 0.8379 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.19% |
Historical Sharpe Ratio (5Y) | 0.4687 |
Historical Sortino (5Y) | 0.7804 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.06% |