Consolidated Communications Holdings Inc (CNSL)
4.33
+0.01
(+0.23%)
USD |
NASDAQ |
May 02, 16:00
4.325
0.00 (0.00%)
After-Hours: 20:00
Consolidated Communications Holdings Max Drawdown (5Y): 85.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 85.35% |
March 31, 2024 | 85.35% |
February 29, 2024 | 85.35% |
January 31, 2024 | 85.35% |
December 31, 2023 | 85.35% |
November 30, 2023 | 85.35% |
October 31, 2023 | 85.35% |
September 30, 2023 | 85.35% |
August 31, 2023 | 85.35% |
July 31, 2023 | 85.35% |
June 30, 2023 | 85.35% |
May 31, 2023 | 85.35% |
April 30, 2023 | 85.35% |
March 31, 2023 | 85.35% |
February 28, 2023 | 85.35% |
January 31, 2023 | 85.35% |
December 31, 2022 | 85.35% |
November 30, 2022 | 85.35% |
October 31, 2022 | 85.35% |
September 30, 2022 | 85.35% |
August 31, 2022 | 85.35% |
July 31, 2022 | 85.35% |
June 30, 2022 | 85.35% |
May 31, 2022 | 85.35% |
April 30, 2022 | 85.35% |
Date | Value |
---|---|
March 31, 2022 | 85.35% |
February 28, 2022 | 85.35% |
January 31, 2022 | 85.35% |
December 31, 2021 | 85.35% |
November 30, 2021 | 85.35% |
October 31, 2021 | 85.35% |
September 30, 2021 | 85.35% |
August 31, 2021 | 85.35% |
July 31, 2021 | 85.35% |
June 30, 2021 | 85.35% |
May 31, 2021 | 85.35% |
April 30, 2021 | 85.35% |
March 31, 2021 | 85.35% |
February 28, 2021 | 85.35% |
January 31, 2021 | 85.35% |
December 31, 2020 | 85.35% |
November 30, 2020 | 85.35% |
October 31, 2020 | 85.35% |
September 30, 2020 | 85.35% |
August 31, 2020 | 85.35% |
July 31, 2020 | 85.35% |
June 30, 2020 | 85.35% |
May 31, 2020 | 85.35% |
April 30, 2020 | 85.35% |
March 31, 2020 | 85.35% |
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
82.41%
Minimum
May 2019
85.35%
Maximum
Oct 2019
85.11%
Average
85.35%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
Cogent Communications Holdings Inc | 39.34% |
Lumen Technologies Inc | 92.87% |
IDT Corp | 71.95% |
Ribbon Communications Inc | 86.32% |
Anterix Inc | 56.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.30 |
Beta (5Y) | 1.145 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.04% |
Historical Sharpe Ratio (5Y) | -0.0923 |
Historical Sortino (5Y) | -0.1629 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.14% |