CoreCivic Inc (CXW)
15.02
+0.08
(+0.54%)
USD |
NYSE |
Apr 23, 10:06
CoreCivic Max Drawdown (5Y): 77.93% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 77.93% |
| February 29, 2024 | 77.93% |
| January 31, 2024 | 77.93% |
| December 31, 2023 | 77.93% |
| November 30, 2023 | 77.93% |
| October 31, 2023 | 77.93% |
| September 30, 2023 | 77.93% |
| August 31, 2023 | 77.93% |
| July 31, 2023 | 77.93% |
| June 30, 2023 | 77.93% |
| May 31, 2023 | 77.93% |
| April 30, 2023 | 77.93% |
| March 31, 2023 | 77.93% |
| February 28, 2023 | 77.93% |
| January 31, 2023 | 77.93% |
| December 31, 2022 | 77.93% |
| November 30, 2022 | 77.93% |
| October 31, 2022 | 77.93% |
| September 30, 2022 | 77.93% |
| August 31, 2022 | 77.93% |
| July 31, 2022 | 77.93% |
| June 30, 2022 | 77.93% |
| May 31, 2022 | 77.93% |
| April 30, 2022 | 77.93% |
| March 31, 2022 | 77.93% |
| Date | Value |
|---|---|
| February 28, 2022 | 77.93% |
| January 31, 2022 | 77.93% |
| December 31, 2021 | 77.93% |
| November 30, 2021 | 77.93% |
| October 31, 2021 | 77.93% |
| September 30, 2021 | 77.93% |
| August 31, 2021 | 77.93% |
| July 31, 2021 | 77.93% |
| June 30, 2021 | 77.93% |
| May 31, 2021 | 77.93% |
| April 30, 2021 | 77.93% |
| March 31, 2021 | 77.93% |
| February 28, 2021 | 77.93% |
| January 31, 2021 | 77.93% |
| December 31, 2020 | 77.93% |
| November 30, 2020 | 77.93% |
| October 31, 2020 | 77.93% |
| September 30, 2020 | 70.18% |
| August 31, 2020 | 68.69% |
| July 31, 2020 | 68.69% |
| June 30, 2020 | 68.69% |
| May 31, 2020 | 68.69% |
| April 30, 2020 | 68.69% |
| March 31, 2020 | 68.69% |
| February 29, 2020 | 64.05% |
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
64.05%
Minimum
Apr 2019
77.93%
Maximum
Oct 2020
74.33%
Average
77.93%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Bridger Aerospace Group Holdings Inc | -- |
| Kratos Defense & Security Solutions Inc | 72.74% |
| Mercury Systems Inc | 71.73% |
| Network-1 Technologies Inc | 58.59% |
| AMMO Inc | 84.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.76 |
| Beta (5Y) | 0.8139 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.37% |
| Historical Sharpe Ratio (5Y) | -0.0874 |
| Historical Sortino (5Y) | -0.1498 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.47% |