Conservative Broadcast Media & Journalism Inc (CBMJ)
0.375
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Conservative Broadcast Media & Journalism Max Drawdown (5Y): 98.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.05% |
| March 31, 2024 | 98.05% |
| February 29, 2024 | 98.05% |
| January 31, 2024 | 98.05% |
| December 31, 2023 | 98.05% |
| November 30, 2023 | 98.05% |
| October 31, 2023 | 98.05% |
| September 30, 2023 | 98.05% |
| August 31, 2023 | 98.05% |
| July 31, 2023 | 98.05% |
| June 30, 2023 | 98.05% |
| May 31, 2023 | 98.05% |
| April 30, 2023 | 97.29% |
| March 31, 2023 | 97.19% |
| February 28, 2023 | 97.19% |
| January 31, 2023 | 97.19% |
| December 31, 2022 | 96.95% |
| November 30, 2022 | 96.27% |
| October 31, 2022 | 96.27% |
| September 30, 2022 | 96.27% |
| August 31, 2022 | 96.27% |
| July 31, 2022 | 96.27% |
| June 30, 2022 | 96.27% |
| May 31, 2022 | 96.27% |
| April 30, 2022 | 96.27% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.27% |
| February 28, 2022 | 96.27% |
| January 31, 2022 | 96.27% |
| December 31, 2021 | 96.27% |
| November 30, 2021 | 96.27% |
| October 31, 2021 | 96.27% |
| September 30, 2021 | 96.40% |
| August 31, 2021 | 96.40% |
| July 31, 2021 | 96.67% |
| June 30, 2021 | 96.67% |
| May 31, 2021 | 97.33% |
| April 30, 2021 | 98.40% |
| March 31, 2021 | 98.40% |
| February 28, 2021 | 98.40% |
| January 31, 2021 | 98.61% |
| December 31, 2020 | 98.61% |
| November 30, 2020 | 98.61% |
| October 31, 2020 | 98.61% |
| September 30, 2020 | 98.61% |
| August 31, 2020 | 98.61% |
| July 31, 2020 | 98.61% |
| June 30, 2020 | 98.67% |
| May 31, 2020 | 98.67% |
| April 30, 2020 | 98.67% |
| March 31, 2020 | 98.67% |
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
96.27%
Minimum
Oct 2021
98.67%
Maximum
May 2019
97.67%
Average
98.05%
Median
May 2023
Max Drawdown (5Y) Benchmarks
| Automatic Data Processing Inc | 39.40% |
| Cass Information Systems Inc | 50.90% |
| Cintas Corp | 48.38% |
| Paychex Inc | 44.15% |
| Resources Connection Inc | 50.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.49 |
| Beta (5Y) | 3.807 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 252.1% |
| Historical Sharpe Ratio (5Y) | 0.1267 |
| Historical Sortino (5Y) | 0.6555 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.84% |