AMC Entertainment Holdings Inc (AMC)
4.49
+0.05
(+1.13%)
USD |
NYSE |
Nov 21, 16:00
4.47
-0.02
(-0.45%)
After-Hours: 20:00
AMC Entertainment Holdings Max Drawdown (5Y): 99.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.10% |
| September 30, 2024 | 99.10% |
| August 31, 2024 | 99.10% |
| July 31, 2024 | 99.10% |
| June 30, 2024 | 99.10% |
| May 31, 2024 | 99.10% |
| April 30, 2024 | 99.10% |
| March 31, 2024 | 98.67% |
| February 29, 2024 | 98.67% |
| January 31, 2024 | 98.53% |
| December 31, 2023 | 97.80% |
| November 30, 2023 | 97.59% |
| October 31, 2023 | 97.40% |
| September 30, 2023 | 97.40% |
| August 31, 2023 | 96.05% |
| July 31, 2023 | 92.84% |
| June 30, 2023 | 92.84% |
| May 31, 2023 | 92.84% |
| April 30, 2023 | 92.84% |
| March 31, 2023 | 92.84% |
| February 28, 2023 | 92.84% |
| January 31, 2023 | 92.84% |
| December 31, 2022 | 92.84% |
| November 30, 2022 | 92.84% |
| October 31, 2022 | 92.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 92.84% |
| August 31, 2022 | 92.84% |
| July 31, 2022 | 92.84% |
| June 30, 2022 | 92.84% |
| May 31, 2022 | 92.84% |
| April 30, 2022 | 92.84% |
| March 31, 2022 | 92.84% |
| February 28, 2022 | 92.84% |
| January 31, 2022 | 92.84% |
| December 31, 2021 | 92.84% |
| November 30, 2021 | 92.84% |
| October 31, 2021 | 92.84% |
| September 30, 2021 | 92.84% |
| August 31, 2021 | 92.84% |
| July 31, 2021 | 92.84% |
| June 30, 2021 | 92.84% |
| May 31, 2021 | 92.84% |
| April 30, 2021 | 92.84% |
| March 31, 2021 | 92.84% |
| February 28, 2021 | 92.84% |
| January 31, 2021 | 92.84% |
| December 31, 2020 | 92.48% |
| November 30, 2020 | 92.48% |
| October 31, 2020 | 92.48% |
| September 30, 2020 | 92.48% |
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
72.31%
Minimum
Nov 2019
99.10%
Maximum
Apr 2024
92.99%
Average
92.84%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Live Nation Entertainment Inc | 61.22% |
| LiveOne Inc | 99.36% |
| Vnue Inc | 99.97% |
| Trophy Resources Inc | 99.29% |
| Reservoir Media Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -60.97 |
| Beta (5Y) | 1.771 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 232.3% |
| Historical Sharpe Ratio (5Y) | -0.1641 |
| Historical Sortino (5Y) | -0.646 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.23% |