CSW Industrials Inc (CSWI)
426.66
+11.00
(+2.65%)
USD |
NASDAQ |
Nov 22, 16:00
426.64
-0.02
(-0.00%)
After-Hours: 20:00
CSW Industrials Max Drawdown (5Y): 32.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 32.32% |
| September 30, 2024 | 32.32% |
| August 31, 2024 | 32.32% |
| July 31, 2024 | 32.32% |
| June 30, 2024 | 32.32% |
| May 31, 2024 | 32.32% |
| April 30, 2024 | 32.32% |
| March 31, 2024 | 32.32% |
| February 29, 2024 | 32.32% |
| January 31, 2024 | 32.32% |
| December 31, 2023 | 32.32% |
| November 30, 2023 | 32.32% |
| October 31, 2023 | 32.32% |
| September 30, 2023 | 32.32% |
| August 31, 2023 | 32.32% |
| July 31, 2023 | 32.32% |
| June 30, 2023 | 32.32% |
| May 31, 2023 | 32.32% |
| April 30, 2023 | 32.32% |
| March 31, 2023 | 32.32% |
| February 28, 2023 | 32.32% |
| January 31, 2023 | 32.32% |
| December 31, 2022 | 32.32% |
| November 30, 2022 | 32.32% |
| October 31, 2022 | 32.32% |
| Date | Value |
|---|---|
| September 30, 2022 | 32.32% |
| August 31, 2022 | 32.32% |
| July 31, 2022 | 32.32% |
| June 30, 2022 | 32.32% |
| May 31, 2022 | 28.37% |
| April 30, 2022 | 27.18% |
| March 31, 2022 | 27.18% |
| February 28, 2022 | 27.18% |
| January 31, 2022 | 27.18% |
| December 31, 2021 | 27.18% |
| November 30, 2021 | 27.18% |
| October 31, 2021 | 27.18% |
| September 30, 2021 | 27.18% |
| August 31, 2021 | 27.18% |
| July 31, 2021 | 27.18% |
| June 30, 2021 | 27.18% |
| May 31, 2021 | 27.18% |
| April 30, 2021 | 27.18% |
| March 31, 2021 | 27.18% |
| February 28, 2021 | 27.18% |
| January 31, 2021 | 27.18% |
| December 31, 2020 | 27.18% |
| November 30, 2020 | 27.18% |
| October 31, 2020 | 27.18% |
| September 30, 2020 | 27.18% |
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
27.02%
Minimum
Nov 2019
32.32%
Maximum
Jun 2022
29.67%
Average
27.77%
Median
Max Drawdown (5Y) Benchmarks
| Broadwind Inc | 87.35% |
| CVD Equipment Corp | 85.60% |
| Ocean Power Technologies Inc | 99.88% |
| SIFCO Industries Inc | 87.41% |
| Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 26.84 |
| Beta (5Y) | 0.7777 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.34% |
| Historical Sharpe Ratio (5Y) | 1.216 |
| Historical Sortino (5Y) | 2.452 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.48% |