Emmis Corp (EMMS)
4.82
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
Emmis Max Drawdown (5Y): 86.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 86.73% |
| February 29, 2024 | 86.73% |
| January 31, 2024 | 86.73% |
| December 31, 2023 | 86.73% |
| November 30, 2023 | 86.73% |
| October 31, 2023 | 86.73% |
| September 30, 2023 | 86.73% |
| August 31, 2023 | 86.73% |
| July 31, 2023 | 86.73% |
| June 30, 2023 | 86.73% |
| May 31, 2023 | 86.73% |
| April 30, 2023 | 86.73% |
| March 31, 2023 | 86.73% |
| February 28, 2023 | 86.73% |
| January 31, 2023 | 86.73% |
| December 31, 2022 | 86.73% |
| November 30, 2022 | 86.73% |
| October 31, 2022 | 86.73% |
| September 30, 2022 | 86.73% |
| August 31, 2022 | 86.73% |
| July 31, 2022 | 86.73% |
| June 30, 2022 | 86.73% |
| May 31, 2022 | 86.73% |
| April 30, 2022 | 86.73% |
| March 31, 2022 | 86.73% |
| Date | Value |
|---|---|
| February 28, 2022 | 86.73% |
| January 31, 2022 | 86.73% |
| December 31, 2021 | 86.73% |
| November 30, 2021 | 86.73% |
| October 31, 2021 | 86.73% |
| September 30, 2021 | 84.30% |
| August 31, 2021 | 84.30% |
| July 31, 2021 | 84.30% |
| June 30, 2021 | 84.30% |
| May 31, 2021 | 84.30% |
| April 30, 2021 | 84.30% |
| March 31, 2021 | 84.30% |
| February 28, 2021 | 86.20% |
| January 31, 2021 | 86.20% |
| December 31, 2020 | 86.20% |
| November 30, 2020 | 87.86% |
| October 31, 2020 | 87.86% |
| September 30, 2020 | 87.86% |
| August 31, 2020 | 87.86% |
| July 31, 2020 | 87.86% |
| June 30, 2020 | 87.86% |
| May 31, 2020 | 87.86% |
| April 30, 2020 | 87.86% |
| March 31, 2020 | 87.86% |
| February 29, 2020 | 87.86% |
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
84.30%
Minimum
Mar 2021
87.86%
Maximum
Apr 2019
86.80%
Average
86.73%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Beasley Broadcast Group Inc | 93.04% |
| Urban One Inc | 94.52% |
| Saga Communications Inc | 62.78% |
| Liberty SiriusXM Group | 60.24% |
| Cumulus Media Inc | 87.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.109 |
| Beta (5Y) | 0.861 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.94% |
| Historical Sharpe Ratio (5Y) | 0.0674 |
| Historical Sortino (5Y) | 0.1432 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.53% |