Anterix Inc (ATEX)
33.90
+0.70
(+2.11%)
USD |
NASDAQ |
Nov 05, 16:00
33.90
0.00 (0.00%)
After-Hours: 18:59
Anterix Max Drawdown (5Y): 56.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.73% |
| September 30, 2024 | 56.73% |
| August 31, 2024 | 56.73% |
| July 31, 2024 | 56.73% |
| June 30, 2024 | 56.73% |
| May 31, 2024 | 56.73% |
| April 30, 2024 | 56.73% |
| March 31, 2024 | 56.73% |
| February 29, 2024 | 56.73% |
| January 31, 2024 | 56.73% |
| December 31, 2023 | 56.73% |
| November 30, 2023 | 56.73% |
| October 31, 2023 | 56.73% |
| September 30, 2023 | 56.73% |
| August 31, 2023 | 56.73% |
| July 31, 2023 | 56.73% |
| June 30, 2023 | 56.62% |
| May 31, 2023 | 56.62% |
| April 30, 2023 | 56.62% |
| March 31, 2023 | 56.62% |
| February 28, 2023 | 57.55% |
| January 31, 2023 | 57.55% |
| December 31, 2022 | 57.55% |
| November 30, 2022 | 57.55% |
| October 31, 2022 | 57.55% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.55% |
| August 31, 2022 | 57.55% |
| July 31, 2022 | 57.55% |
| June 30, 2022 | 57.55% |
| May 31, 2022 | 57.55% |
| April 30, 2022 | 58.36% |
| March 31, 2022 | 59.27% |
| February 28, 2022 | 60.64% |
| January 31, 2022 | 62.82% |
| December 31, 2021 | 62.82% |
| November 30, 2021 | 64.18% |
| October 31, 2021 | 64.18% |
| September 30, 2021 | 64.18% |
| August 31, 2021 | 64.18% |
| July 31, 2021 | 64.18% |
| June 30, 2021 | 64.18% |
| May 31, 2021 | 64.18% |
| April 30, 2021 | 64.18% |
| March 31, 2021 | 65.00% |
| February 28, 2021 | 65.00% |
| January 31, 2021 | 65.00% |
| December 31, 2020 | 65.00% |
| November 30, 2020 | 65.00% |
| October 31, 2020 | 65.00% |
| September 30, 2020 | 65.00% |
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
56.62%
Minimum
Mar 2023
65.00%
Maximum
Nov 2019
60.53%
Average
57.95%
Median
Max Drawdown (5Y) Benchmarks
| Cogent Communications Holdings Inc | 39.34% |
| Consolidated Communications Holdings Inc | 83.50% |
| Lumen Technologies Inc | 92.87% |
| IDT Corp | 71.95% |
| Ribbon Communications Inc | 83.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.62 |
| Beta (5Y) | 0.8455 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.24% |
| Historical Sharpe Ratio (5Y) | -0.1517 |
| Historical Sortino (5Y) | -0.3001 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.31% |