National CineMedia Inc (NCMI)
4.465
-0.12
(-2.72%)
USD |
NASDAQ |
Apr 26, 16:00
4.47
0.00 (0.00%)
After-Hours: 20:00
National CineMedia Max Drawdown (5Y): 98.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.63% |
| February 29, 2024 | 98.63% |
| January 31, 2024 | 98.63% |
| December 31, 2023 | 98.63% |
| November 30, 2023 | 98.63% |
| October 31, 2023 | 98.63% |
| September 30, 2023 | 98.63% |
| August 31, 2023 | 98.63% |
| July 31, 2023 | 98.63% |
| June 30, 2023 | 98.63% |
| May 31, 2023 | 98.63% |
| April 30, 2023 | 98.63% |
| March 31, 2023 | 98.63% |
| February 28, 2023 | 97.14% |
| January 31, 2023 | 97.14% |
| December 31, 2022 | 97.14% |
| November 30, 2022 | 94.83% |
| October 31, 2022 | 94.79% |
| September 30, 2022 | 91.52% |
| August 31, 2022 | 88.32% |
| July 31, 2022 | 88.32% |
| June 30, 2022 | 88.30% |
| May 31, 2022 | 85.83% |
| April 30, 2022 | 83.72% |
| March 31, 2022 | 83.72% |
| Date | Value |
|---|---|
| February 28, 2022 | 83.72% |
| January 31, 2022 | 83.72% |
| December 31, 2021 | 83.72% |
| November 30, 2021 | 83.72% |
| October 31, 2021 | 83.72% |
| September 30, 2021 | 83.72% |
| August 31, 2021 | 83.72% |
| July 31, 2021 | 83.72% |
| June 30, 2021 | 83.72% |
| May 31, 2021 | 83.72% |
| April 30, 2021 | 83.72% |
| March 31, 2021 | 83.72% |
| February 28, 2021 | 83.72% |
| January 31, 2021 | 83.72% |
| December 31, 2020 | 83.72% |
| November 30, 2020 | 83.72% |
| October 31, 2020 | 83.72% |
| September 30, 2020 | 83.72% |
| August 31, 2020 | 83.72% |
| July 31, 2020 | 83.72% |
| June 30, 2020 | 83.72% |
| May 31, 2020 | 83.72% |
| April 30, 2020 | 83.72% |
| March 31, 2020 | 83.72% |
| February 29, 2020 | 65.70% |
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
65.70%
Minimum
Apr 2019
98.63%
Maximum
Mar 2023
85.08%
Average
83.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Inuvo Inc | 95.07% |
| Marchex Inc | 77.31% |
| SRAX Inc | 99.90% |
| CMG Holdings Group Inc | 95.90% |
| Integral Ad Science Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -64.20 |
| Beta (5Y) | 1.910 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 110.0% |
| Historical Sharpe Ratio (5Y) | -0.357 |
| Historical Sortino (5Y) | -0.7082 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.04% |