Charter Communications Inc (CHTR)
346.57
+24.89
(+7.74%)
USD |
NASDAQ |
Apr 09, 16:00
346.50
-0.07
(-0.02%)
After-Hours: 20:00
Charter Communications Max Drawdown (5Y): 68.99% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Comcast Corp | 52.12% |
| AT&T Inc | 39.45% |
| T-Mobile US Inc | 31.99% |
| Verizon Communications Inc | 41.16% |
| Liberty Broadband Corp | 74.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.92 |
| Beta (5Y) | 1.126 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.66% |
| Historical Sharpe Ratio (5Y) | -0.1814 |
| Historical Sortino (5Y) | -0.2875 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.99% |