AMC Entertainment Holdings Inc (AMC)
3.30
+0.17
(+5.43%)
USD |
NYSE |
May 03, 16:00
3.31
+0.01
(+0.30%)
After-Hours: 20:00
AMC Entertainment Holdings Max Drawdown (5Y): 99.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.55% |
March 31, 2024 | 99.34% |
February 29, 2024 | 99.34% |
January 31, 2024 | 99.27% |
December 31, 2023 | 98.90% |
November 30, 2023 | 98.80% |
October 31, 2023 | 98.70% |
September 30, 2023 | 98.70% |
August 31, 2023 | 98.02% |
July 31, 2023 | 94.57% |
June 30, 2023 | 94.57% |
May 31, 2023 | 94.57% |
April 30, 2023 | 94.57% |
March 31, 2023 | 94.57% |
February 28, 2023 | 94.57% |
January 31, 2023 | 94.57% |
December 31, 2022 | 93.86% |
November 30, 2022 | 93.67% |
October 31, 2022 | 93.67% |
September 30, 2022 | 93.67% |
August 31, 2022 | 93.67% |
July 31, 2022 | 93.67% |
June 30, 2022 | 93.67% |
May 31, 2022 | 93.67% |
April 30, 2022 | 93.67% |
Date | Value |
---|---|
March 31, 2022 | 93.67% |
February 28, 2022 | 93.67% |
January 31, 2022 | 93.67% |
December 31, 2021 | 93.67% |
November 30, 2021 | 93.67% |
October 31, 2021 | 93.67% |
September 30, 2021 | 93.67% |
August 31, 2021 | 93.67% |
July 31, 2021 | 93.67% |
June 30, 2021 | 93.67% |
May 31, 2021 | 93.67% |
April 30, 2021 | 93.67% |
March 31, 2021 | 93.67% |
February 28, 2021 | 93.67% |
January 31, 2021 | 93.67% |
December 31, 2020 | 93.35% |
November 30, 2020 | 93.35% |
October 31, 2020 | 93.35% |
September 30, 2020 | 93.35% |
August 31, 2020 | 93.35% |
July 31, 2020 | 93.35% |
June 30, 2020 | 93.35% |
May 31, 2020 | 93.35% |
April 30, 2020 | 93.35% |
March 31, 2020 | 92.11% |
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
68.50%
Minimum
May 2019
99.55%
Maximum
Apr 2024
91.25%
Average
93.67%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
LiveOne Inc | 99.36% |
Paramount Global | 88.97% |
Cinemark Holdings Inc | 83.79% |
Trump Media & Technology Group Corp | -- |
Reservoir Media Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -75.02 |
Beta (5Y) | 1.782 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 231.9% |
Historical Sharpe Ratio (5Y) | -0.2379 |
Historical Sortino (5Y) | -0.9354 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.06% |