Cogent Communications Holdings Inc (CCOI)
64.93
-0.03
(-0.05%)
USD |
NASDAQ |
Apr 25, 16:00
64.93
0.00 (0.00%)
After-Hours: 20:00
Cogent Communications Holdings Max Drawdown (5Y): 39.34% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 39.34% |
| February 29, 2024 | 39.34% |
| January 31, 2024 | 39.34% |
| December 31, 2023 | 39.34% |
| November 30, 2023 | 39.34% |
| October 31, 2023 | 39.34% |
| September 30, 2023 | 39.34% |
| August 31, 2023 | 39.34% |
| July 31, 2023 | 39.34% |
| June 30, 2023 | 39.34% |
| May 31, 2023 | 39.34% |
| April 30, 2023 | 39.34% |
| March 31, 2023 | 39.34% |
| February 28, 2023 | 39.34% |
| January 31, 2023 | 39.34% |
| December 31, 2022 | 39.34% |
| November 30, 2022 | 39.34% |
| October 31, 2022 | 39.34% |
| September 30, 2022 | 39.34% |
| August 31, 2022 | 39.34% |
| July 31, 2022 | 39.34% |
| June 30, 2022 | 39.34% |
| May 31, 2022 | 39.34% |
| April 30, 2022 | 39.34% |
| March 31, 2022 | 39.34% |
| Date | Value |
|---|---|
| February 28, 2022 | 39.34% |
| January 31, 2022 | 39.34% |
| December 31, 2021 | 39.34% |
| November 30, 2021 | 39.34% |
| October 31, 2021 | 39.34% |
| September 30, 2021 | 39.34% |
| August 31, 2021 | 39.34% |
| July 31, 2021 | 39.34% |
| June 30, 2021 | 39.34% |
| May 31, 2021 | 39.34% |
| April 30, 2021 | 39.34% |
| March 31, 2021 | 39.34% |
| February 28, 2021 | 39.34% |
| January 31, 2021 | 39.34% |
| December 31, 2020 | 39.34% |
| November 30, 2020 | 39.34% |
| October 31, 2020 | 37.76% |
| September 30, 2020 | 33.76% |
| August 31, 2020 | 27.57% |
| July 31, 2020 | 29.25% |
| June 30, 2020 | 35.13% |
| May 31, 2020 | 35.13% |
| April 30, 2020 | 35.13% |
| March 31, 2020 | 35.13% |
| February 29, 2020 | 35.13% |
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
27.57%
Minimum
Aug 2020
39.34%
Maximum
Nov 2020
37.81%
Average
39.34%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Lumen Technologies Inc | 92.87% |
| Cable One Inc | 80.86% |
| Consolidated Communications Holdings Inc | 85.35% |
| Ribbon Communications Inc | 86.32% |
| Anterix Inc | 56.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.031 |
| Beta (5Y) | 0.3858 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.68% |
| Historical Sharpe Ratio (5Y) | 0.2464 |
| Historical Sortino (5Y) | 0.4005 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.06% |