AMC Entertainment Holdings Inc (AMC)
3.155
-0.12
(-3.81%)
USD |
NYSE |
Apr 25, 12:22
AMC Entertainment Holdings Max Drawdown (5Y): 99.34% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.34% |
| February 29, 2024 | 99.34% |
| January 31, 2024 | 99.27% |
| December 31, 2023 | 98.90% |
| November 30, 2023 | 98.80% |
| October 31, 2023 | 98.70% |
| September 30, 2023 | 98.70% |
| August 31, 2023 | 98.02% |
| July 31, 2023 | 94.57% |
| June 30, 2023 | 94.57% |
| May 31, 2023 | 94.57% |
| April 30, 2023 | 94.57% |
| March 31, 2023 | 94.57% |
| February 28, 2023 | 94.57% |
| January 31, 2023 | 94.57% |
| December 31, 2022 | 93.86% |
| November 30, 2022 | 93.67% |
| October 31, 2022 | 93.67% |
| September 30, 2022 | 93.67% |
| August 31, 2022 | 93.67% |
| July 31, 2022 | 93.67% |
| June 30, 2022 | 93.67% |
| May 31, 2022 | 93.67% |
| April 30, 2022 | 93.67% |
| March 31, 2022 | 93.67% |
| Date | Value |
|---|---|
| February 28, 2022 | 93.67% |
| January 31, 2022 | 93.67% |
| December 31, 2021 | 93.67% |
| November 30, 2021 | 93.67% |
| October 31, 2021 | 93.67% |
| September 30, 2021 | 93.67% |
| August 31, 2021 | 93.67% |
| July 31, 2021 | 93.67% |
| June 30, 2021 | 93.67% |
| May 31, 2021 | 93.67% |
| April 30, 2021 | 93.67% |
| March 31, 2021 | 93.67% |
| February 28, 2021 | 93.67% |
| January 31, 2021 | 93.67% |
| December 31, 2020 | 93.35% |
| November 30, 2020 | 93.35% |
| October 31, 2020 | 93.35% |
| September 30, 2020 | 93.35% |
| August 31, 2020 | 93.35% |
| July 31, 2020 | 93.35% |
| June 30, 2020 | 93.35% |
| May 31, 2020 | 93.35% |
| April 30, 2020 | 93.35% |
| March 31, 2020 | 92.11% |
| February 29, 2020 | 81.11% |
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
68.50%
Minimum
Apr 2019
99.34%
Maximum
Feb 2024
90.73%
Average
93.67%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| LiveOne Inc | 99.36% |
| Cinemark Holdings Inc | 83.79% |
| Live Nation Entertainment Inc | 61.22% |
| Vnue Inc | 99.97% |
| Reservoir Media Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -74.92 |
| Beta (5Y) | 1.709 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 231.7% |
| Historical Sharpe Ratio (5Y) | -0.2271 |
| Historical Sortino (5Y) | -0.8949 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 49.06% |