Comtex News Network Inc (CMTX)
5.30
0.00 (0.00%)
USD |
OTCM |
May 23, 16:00
Comtex News Network Max Drawdown (5Y): 97.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.33% |
| March 31, 2024 | 97.33% |
| February 29, 2024 | 97.33% |
| January 31, 2024 | 97.33% |
| December 31, 2023 | 97.33% |
| November 30, 2023 | 97.33% |
| October 31, 2023 | 97.33% |
| September 30, 2023 | 97.33% |
| August 31, 2023 | 97.33% |
| July 31, 2023 | 97.33% |
| June 30, 2023 | 97.33% |
| May 31, 2023 | 97.33% |
| April 30, 2023 | 97.33% |
| March 31, 2023 | 97.33% |
| February 28, 2023 | 97.33% |
| January 31, 2023 | 97.33% |
| December 31, 2022 | 97.33% |
| November 30, 2022 | 97.33% |
| October 31, 2022 | 97.33% |
| September 30, 2022 | 97.33% |
| August 31, 2022 | 97.33% |
| July 31, 2022 | 97.33% |
| June 30, 2022 | 97.33% |
| May 31, 2022 | 97.33% |
| April 30, 2022 | 97.33% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.33% |
| February 28, 2022 | 97.33% |
| January 31, 2022 | 94.28% |
| December 31, 2021 | 97.59% |
| November 30, 2021 | 97.64% |
| October 31, 2021 | 97.64% |
| September 30, 2021 | 97.64% |
| August 31, 2021 | 97.64% |
| July 31, 2021 | 97.65% |
| June 30, 2021 | 97.68% |
| May 31, 2021 | 97.68% |
| April 30, 2021 | 97.68% |
| March 31, 2021 | 97.68% |
| February 28, 2021 | 97.68% |
| January 31, 2021 | 97.68% |
| December 31, 2020 | 97.68% |
| November 30, 2020 | 97.68% |
| October 31, 2020 | 97.68% |
| September 30, 2020 | 97.68% |
| August 31, 2020 | 97.68% |
| July 31, 2020 | 97.68% |
| June 30, 2020 | 97.68% |
| May 31, 2020 | 97.68% |
| April 30, 2020 | 97.68% |
| March 31, 2020 | 97.68% |
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
94.28%
Minimum
Jan 2022
97.68%
Maximum
May 2019
97.46%
Average
97.64%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Media Sentiment Inc | 99.70% |
| IDW Media Holdings Inc | 99.13% |
| DallasNews Corp | 79.70% |
| Lee Enterprises Inc | 82.18% |
| Scholastic Corp | 56.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.985 |
| Beta (5Y) | -1.115 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 300.4% |
| Historical Sharpe Ratio (5Y) | -0.048 |
| Historical Sortino (5Y) | -0.1804 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 59.16% |