CoreCivic Inc (CXW)

20.85 -0.15 (-0.71%) USD  |  NYSE  |  Dec 20, 16:00
21.20 +0.35 (+1.68%) Pre-Market: 09:18
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CoreCivic Max Drawdown (5Y): 77.93% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
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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Max Drawdown (5Y) Benchmarks

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Bridger Aerospace Group Holdings Inc --
The GEO Group Inc 77.74%
Kratos Defense & Security Solutions Inc 72.74%
Mercury Systems Inc 71.73%
Network-1 Technologies Inc 61.55%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.575
Beta (5Y) 1.023
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 53.94%
Historical Sharpe Ratio (5Y) 0.1313
Historical Sortino (5Y) 0.255
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.44%