CSG Systems International Inc (CSGS)
42.07
-0.82
(-1.91%)
USD |
NASDAQ |
May 07, 12:42
CSG Systems International Max Drawdown (5Y): 33.39% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 33.39% |
March 31, 2024 | 33.39% |
February 29, 2024 | 33.39% |
January 31, 2024 | 33.39% |
December 31, 2023 | 33.39% |
November 30, 2023 | 33.39% |
October 31, 2023 | 35.25% |
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 36.69% |
July 31, 2020 | 36.69% |
June 30, 2020 | 36.69% |
May 31, 2020 | 36.69% |
April 30, 2020 | 36.69% |
March 31, 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
Nov 2023
36.69%
Maximum
May 2019
36.34%
Average
36.69%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Cognizant Technology Solutions Corp | 49.77% |
ExlService Holdings Inc | 46.23% |
Castellum Inc | 99.95% |
BM Technologies Inc | -- |
Marti Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.076 |
Beta (5Y) | 0.8293 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.52% |
Historical Sharpe Ratio (5Y) | 0.0496 |
Historical Sortino (5Y) | 0.0772 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.01% |