Cushman & Wakefield PLC (CWK)
14.14
+0.32
(+2.32%)
USD |
NYSE |
Nov 21, 16:00
14.15
+0.01
(+0.07%)
Pre-Market: 20:00
Cushman & Wakefield 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
| FRP Holdings Inc | 53.97% |
| eXp World Holdings Inc | 88.17% |
| The RMR Group Inc | 75.76% |
| Alset Inc | -- |
| Safe & Green Development Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.36 |
| Beta (5Y) | 1.302 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.08% |
| Historical Sharpe Ratio (5Y) | -0.1897 |
| Historical Sortino (5Y) | -0.2854 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.17% |