Shenandoah Telecommunications Co (SHEN)
12.92
+0.10
(+0.78%)
USD |
NASDAQ |
May 01, 16:00
12.92
0.00 (0.00%)
After-Hours: 20:00
Shenandoah Telecommunications Max Drawdown (5Y): 65.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 65.38% |
| March 31, 2024 | 57.58% |
| February 29, 2024 | 57.58% |
| January 31, 2024 | 57.58% |
| December 31, 2023 | 57.58% |
| November 30, 2023 | 57.58% |
| October 31, 2023 | 57.58% |
| September 30, 2023 | 57.58% |
| August 31, 2023 | 57.58% |
| July 31, 2023 | 57.58% |
| June 30, 2023 | 57.58% |
| May 31, 2023 | 57.58% |
| April 30, 2023 | 57.58% |
| March 31, 2023 | 57.58% |
| February 28, 2023 | 57.58% |
| January 31, 2023 | 57.58% |
| December 31, 2022 | 57.58% |
| November 30, 2022 | 57.58% |
| October 31, 2022 | 57.58% |
| September 30, 2022 | 54.40% |
| August 31, 2022 | 50.00% |
| July 31, 2022 | 50.00% |
| June 30, 2022 | 50.00% |
| May 31, 2022 | 50.00% |
| April 30, 2022 | 49.39% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.39% |
| February 28, 2022 | 42.20% |
| January 31, 2022 | 41.57% |
| December 31, 2021 | 41.57% |
| November 30, 2021 | 41.57% |
| October 31, 2021 | 41.57% |
| September 30, 2021 | 41.57% |
| August 31, 2021 | 43.17% |
| July 31, 2021 | 43.17% |
| June 30, 2021 | 43.17% |
| May 31, 2021 | 43.17% |
| April 30, 2021 | 43.17% |
| March 31, 2021 | 43.17% |
| February 28, 2021 | 43.17% |
| January 31, 2021 | 43.17% |
| December 31, 2020 | 43.17% |
| November 30, 2020 | 43.17% |
| October 31, 2020 | 43.17% |
| September 30, 2020 | 43.17% |
| August 31, 2020 | 43.17% |
| July 31, 2020 | 43.17% |
| June 30, 2020 | 43.17% |
| May 31, 2020 | 43.17% |
| April 30, 2020 | 43.17% |
| March 31, 2020 | 43.17% |
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
41.57%
Minimum
Sep 2021
65.38%
Maximum
Apr 2024
48.56%
Average
43.17%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| The Arena Group Holdings Inc | 97.16% |
| Super League Enterprise Inc | 99.48% |
| iHeartMedia Inc | -- |
| MediaAlpha Inc | -- |
| Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.10 |
| Beta (5Y) | 0.6089 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.01% |
| Historical Sharpe Ratio (5Y) | -0.4088 |
| Historical Sortino (5Y) | -0.7006 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.40% |