CSP Inc (CSPI)
18.55
-0.25
(-1.33%)
USD |
NASDAQ |
Mar 28, 15:11
CSP Max Drawdown (5Y): 70.02% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 70.02% |
January 31, 2024 | 70.02% |
December 31, 2023 | 70.02% |
November 30, 2023 | 70.02% |
October 31, 2023 | 70.02% |
September 30, 2023 | 70.02% |
August 31, 2023 | 70.02% |
July 31, 2023 | 70.02% |
June 30, 2023 | 70.02% |
May 31, 2023 | 70.02% |
April 30, 2023 | 70.02% |
March 31, 2023 | 70.02% |
February 28, 2023 | 70.02% |
January 31, 2023 | 70.02% |
December 31, 2022 | 70.02% |
November 30, 2022 | 70.02% |
October 31, 2022 | 70.02% |
September 30, 2022 | 70.02% |
August 31, 2022 | 70.02% |
July 31, 2022 | 70.02% |
June 30, 2022 | 70.02% |
May 31, 2022 | 70.02% |
April 30, 2022 | 70.02% |
March 31, 2022 | 70.02% |
February 28, 2022 | 70.02% |
Date | Value |
---|---|
January 31, 2022 | 70.02% |
December 31, 2021 | 70.02% |
November 30, 2021 | 70.02% |
October 31, 2021 | 70.02% |
September 30, 2021 | 70.02% |
August 31, 2021 | 70.02% |
July 31, 2021 | 70.02% |
June 30, 2021 | 70.02% |
May 31, 2021 | 70.02% |
April 30, 2021 | 70.02% |
March 31, 2021 | 70.02% |
February 28, 2021 | 70.02% |
January 31, 2021 | 70.02% |
December 31, 2020 | 70.02% |
November 30, 2020 | 70.02% |
October 31, 2020 | 70.02% |
September 30, 2020 | 70.02% |
August 31, 2020 | 70.02% |
July 31, 2020 | 70.02% |
June 30, 2020 | 70.02% |
May 31, 2020 | 70.02% |
April 30, 2020 | 70.02% |
March 31, 2020 | 70.02% |
February 29, 2020 | 49.21% |
January 31, 2020 | 49.21% |
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
49.21%
Minimum
Mar 2019
70.02%
Maximum
Mar 2020
65.86%
Average
70.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Science Applications International Corp | 45.92% |
WidePoint Corp | 88.89% |
Intellinetics Inc | 96.76% |
Data Storage Corp | 95.10% |
Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 20.39 |
Beta (5Y) | 1.274 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.62% |
Historical Sharpe Ratio (5Y) | 0.5682 |
Historical Sortino (5Y) | 1.064 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.66% |