Custom Truck One Source Inc (CTOS)
5.25
+0.07
(+1.35%)
USD |
NYSE |
Nov 21, 16:00
5.38
+0.13
(+2.48%)
Pre-Market: 09:07
Custom Truck One Source Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| H&E Equipment Services Inc | 76.53% |
| Herc Holdings Inc | 82.20% |
| McGrath RentCorp | 43.97% |
| Willis Lease Finance Corp | 79.76% |
| FTAI Aviation Ltd | 72.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.74 |
| Beta (5Y) | 0.6105 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.89% |
| Historical Sharpe Ratio (5Y) | -0.0839 |
| Historical Sortino (5Y) | -0.1666 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.94% |