Castellum Inc (CTM)

0.5995 +0.19 (+46.26%) USD  |  NYAM  |  Dec 20, 16:00
0.60 0.00 (0.00%) After-Hours: 20:00
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Castellum Max Drawdown (5Y): 99.59% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Information Services Group Inc 69.81%
Jack Henry & Associates Inc 33.57%
TTEC Holdings Inc 96.34%
Conduent Inc 93.38%
TaskUs Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -29.25
Beta (5Y) -0.9596
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 101.3%
Historical Sharpe Ratio (5Y) -0.4151
Historical Sortino (5Y) -0.7949
Monthly Value at Risk (VaR) 5% (5Y Lookback) 35.96%