AMC Networks Inc (AMCX)
9.825
+0.26
(+2.66%)
USD |
NASDAQ |
Nov 21, 16:00
9.825
0.00 (0.00%)
After-Hours: 20:00
AMC Networks Max Drawdown (5Y): 90.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.56% |
| September 30, 2024 | 90.56% |
| August 31, 2024 | 88.53% |
| July 31, 2024 | 88.33% |
| June 30, 2024 | 88.33% |
| May 31, 2024 | 87.26% |
| April 30, 2024 | 87.26% |
| March 31, 2024 | 87.17% |
| February 29, 2024 | 87.17% |
| January 31, 2024 | 87.17% |
| December 31, 2023 | 87.17% |
| November 30, 2023 | 87.17% |
| October 31, 2023 | 87.17% |
| September 30, 2023 | 87.17% |
| August 31, 2023 | 86.48% |
| July 31, 2023 | 86.48% |
| June 30, 2023 | 86.48% |
| May 31, 2023 | 85.62% |
| April 30, 2023 | 81.58% |
| March 31, 2023 | 81.58% |
| February 28, 2023 | 81.58% |
| January 31, 2023 | 81.58% |
| December 31, 2022 | 81.58% |
| November 30, 2022 | 77.43% |
| October 31, 2022 | 76.14% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.14% |
| August 31, 2022 | 76.14% |
| July 31, 2022 | 76.14% |
| June 30, 2022 | 76.14% |
| May 31, 2022 | 76.14% |
| April 30, 2022 | 76.14% |
| March 31, 2022 | 76.14% |
| February 28, 2022 | 76.14% |
| January 31, 2022 | 76.14% |
| December 31, 2021 | 76.14% |
| November 30, 2021 | 76.14% |
| October 31, 2021 | 76.14% |
| September 30, 2021 | 76.14% |
| August 31, 2021 | 76.14% |
| July 31, 2021 | 76.14% |
| June 30, 2021 | 76.14% |
| May 31, 2021 | 76.14% |
| April 30, 2021 | 76.14% |
| March 31, 2021 | 76.14% |
| February 28, 2021 | 76.14% |
| January 31, 2021 | 76.14% |
| December 31, 2020 | 76.14% |
| November 30, 2020 | 76.14% |
| October 31, 2020 | 76.14% |
| September 30, 2020 | 76.14% |
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
55.52%
Minimum
Nov 2019
90.56%
Maximum
Sep 2024
78.93%
Average
76.14%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Paramount Global | 89.52% |
| Fox Corp | -- |
| Cineverse Corp | 98.98% |
| Gaia Inc | 90.83% |
| Liberty Formula One Group | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.60 |
| Beta (5Y) | 1.291 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.03% |
| Historical Sharpe Ratio (5Y) | -0.4547 |
| Historical Sortino (5Y) | -0.8734 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.69% |