CarMax Inc (KMX)
70.27
+0.58
(+0.83%)
USD |
NYSE |
Apr 24, 16:00
70.29
+0.02
(+0.03%)
After-Hours: 20:00
CarMax Max Drawdown (5Y): 64.04% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 64.04% |
February 29, 2024 | 64.04% |
January 31, 2024 | 64.04% |
December 31, 2023 | 64.04% |
November 30, 2023 | 64.04% |
October 31, 2023 | 64.04% |
September 30, 2023 | 64.04% |
August 31, 2023 | 64.04% |
July 31, 2023 | 64.04% |
June 30, 2023 | 64.04% |
May 31, 2023 | 64.04% |
April 30, 2023 | 64.04% |
March 31, 2023 | 64.04% |
February 28, 2023 | 64.04% |
January 31, 2023 | 64.04% |
December 31, 2022 | 64.04% |
November 30, 2022 | 64.04% |
October 31, 2022 | 64.04% |
September 30, 2022 | 57.92% |
August 31, 2022 | 56.56% |
July 31, 2022 | 56.56% |
June 30, 2022 | 56.56% |
May 31, 2022 | 56.56% |
April 30, 2022 | 56.56% |
March 31, 2022 | 56.56% |
Date | Value |
---|---|
February 28, 2022 | 56.56% |
January 31, 2022 | 56.56% |
December 31, 2021 | 56.56% |
November 30, 2021 | 56.56% |
October 31, 2021 | 56.56% |
September 30, 2021 | 56.56% |
August 31, 2021 | 56.56% |
July 31, 2021 | 56.56% |
June 30, 2021 | 56.56% |
May 31, 2021 | 56.56% |
April 30, 2021 | 56.56% |
March 31, 2021 | 56.56% |
February 28, 2021 | 56.56% |
January 31, 2021 | 56.56% |
December 31, 2020 | 56.56% |
November 30, 2020 | 56.56% |
October 31, 2020 | 56.56% |
September 30, 2020 | 56.56% |
August 31, 2020 | 56.56% |
July 31, 2020 | 56.56% |
June 30, 2020 | 56.56% |
May 31, 2020 | 56.56% |
April 30, 2020 | 56.56% |
March 31, 2020 | 56.56% |
February 29, 2020 | 43.60% |
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
43.60%
Minimum
Apr 2019
64.04%
Maximum
Oct 2022
56.45%
Average
56.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Group 1 Automotive Inc | 70.25% |
Cars.com Inc | 88.88% |
Kingsway Financial Services Inc | 77.69% |
Openlane Inc | 64.43% |
Cheetah Net Supply Chain Service Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.46 |
Beta (5Y) | 1.608 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.47% |
Historical Sharpe Ratio (5Y) | 0.057 |
Historical Sortino (5Y) | 0.0829 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.73% |