CSG Systems International Inc (CSGS)
55.51
+0.31
(+0.56%)
USD |
NASDAQ |
Nov 22, 16:00
55.61
+0.10
(+0.18%)
After-Hours: 20:00
CSG Systems International Max Drawdown (5Y): 36.75% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.75% |
| September 30, 2024 | 36.75% |
| August 31, 2024 | 36.75% |
| July 31, 2024 | 36.75% |
| June 30, 2024 | 36.75% |
| May 31, 2024 | 34.37% |
| April 30, 2024 | 33.39% |
| March 31, 2024 | 33.39% |
| February 29, 2024 | 33.39% |
| January 31, 2024 | 33.39% |
| December 31, 2023 | 35.25% |
| November 30, 2023 | 36.69% |
| October 31, 2023 | 36.69% |
| September 30, 2023 | 36.69% |
| August 31, 2023 | 36.69% |
| July 31, 2023 | 36.69% |
| June 30, 2023 | 36.69% |
| May 31, 2023 | 36.69% |
| April 30, 2023 | 36.69% |
| March 31, 2023 | 36.69% |
| February 28, 2023 | 36.69% |
| January 31, 2023 | 36.69% |
| December 31, 2022 | 36.69% |
| November 30, 2022 | 36.69% |
| October 31, 2022 | 36.69% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.69% |
| August 31, 2022 | 36.69% |
| July 31, 2022 | 36.69% |
| June 30, 2022 | 36.69% |
| May 31, 2022 | 36.69% |
| April 30, 2022 | 36.69% |
| March 31, 2022 | 36.69% |
| February 28, 2022 | 36.69% |
| January 31, 2022 | 36.69% |
| December 31, 2021 | 36.69% |
| November 30, 2021 | 36.69% |
| October 31, 2021 | 36.69% |
| September 30, 2021 | 36.69% |
| August 31, 2021 | 36.69% |
| July 31, 2021 | 36.69% |
| June 30, 2021 | 36.69% |
| May 31, 2021 | 36.69% |
| April 30, 2021 | 36.69% |
| March 31, 2021 | 36.69% |
| February 28, 2021 | 36.69% |
| January 31, 2021 | 36.69% |
| December 31, 2020 | 36.69% |
| November 30, 2020 | 36.69% |
| October 31, 2020 | 36.69% |
| September 30, 2020 | 36.69% |
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
33.39%
Minimum
Jan 2024
36.75%
Maximum
Jun 2024
36.41%
Average
36.69%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Cognizant Technology Solutions Corp | 49.77% |
| ExlService Holdings Inc | 46.23% |
| Castellum Inc | 99.67% |
| BM Technologies Inc | -- |
| Marti Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.05 |
| Beta (5Y) | 0.8206 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.92% |
| Historical Sharpe Ratio (5Y) | -0.1865 |
| Historical Sortino (5Y) | -0.2851 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.97% |