Comfort Systems USA Inc (FIX)

438.44 +3.22 (+0.74%) USD  |  NYSE  |  Dec 20, 16:00
438.02 -0.42 (-0.10%) After-Hours: 20:00
More

Comfort Systems USA Max Drawdown (5Y): 49.68% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for FIX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
MasTec Inc 67.92%
EMCOR Group Inc 48.00%
SPX Technologies Inc 50.26%
Ferguson Enterprises Inc 55.35%
AC Partners Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 40.09
Beta (5Y) 1.185
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 40.18%
Historical Sharpe Ratio (5Y) 1.392
Historical Sortino (5Y) 2.760
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.45%