CarMax Inc (KMX)

84.27 +0.04 (+0.05%) USD  |  NYSE  |  Dec 20, 16:00
84.28 +0.01 (+0.01%) Pre-Market: 20:00
More

CarMax Max Drawdown (5Y): 64.04% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for KMX.
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
Cars.com Inc 88.88%
Group 1 Automotive Inc 70.25%
Kingsway Financial Services Inc 77.69%
Openlane Inc 64.43%
Cheetah Net Supply Chain Service Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -28.08
Beta (5Y) 1.705
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 45.26%
Historical Sharpe Ratio (5Y) -0.1172
Historical Sortino (5Y) -0.1746
Monthly Value at Risk (VaR) 5% (5Y Lookback) 20.29%