Charter Communications Inc (CHTR)
293.51
+5.62
(+1.95%)
USD |
NASDAQ |
Mar 27, 16:00
293.51
0.00 (0.00%)
After-Hours: 04:33
Charter Communications Max Drawdown (5Y): 65.58% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 65.58% |
January 31, 2024 | 63.05% |
December 31, 2023 | 63.05% |
November 30, 2023 | 63.05% |
October 31, 2023 | 63.05% |
September 30, 2023 | 63.05% |
August 31, 2023 | 63.05% |
July 31, 2023 | 63.05% |
June 30, 2023 | 63.05% |
May 31, 2023 | 63.05% |
April 30, 2023 | 63.05% |
March 31, 2023 | 63.05% |
February 28, 2023 | 63.05% |
January 31, 2023 | 63.05% |
December 31, 2022 | 63.05% |
November 30, 2022 | 63.05% |
October 31, 2022 | 63.05% |
September 30, 2022 | 63.05% |
August 31, 2022 | 50.12% |
July 31, 2022 | 49.41% |
June 30, 2022 | 49.41% |
May 31, 2022 | 48.16% |
April 30, 2022 | 47.81% |
March 31, 2022 | 35.15% |
February 28, 2022 | 35.15% |
Date | Value |
---|---|
January 31, 2022 | 35.15% |
December 31, 2021 | 35.15% |
November 30, 2021 | 35.15% |
October 31, 2021 | 35.15% |
September 30, 2021 | 35.15% |
August 31, 2021 | 35.15% |
July 31, 2021 | 35.15% |
June 30, 2021 | 35.15% |
May 31, 2021 | 35.15% |
April 30, 2021 | 35.15% |
March 31, 2021 | 35.15% |
February 28, 2021 | 35.15% |
January 31, 2021 | 35.15% |
December 31, 2020 | 35.15% |
November 30, 2020 | 35.15% |
October 31, 2020 | 35.15% |
September 30, 2020 | 35.15% |
August 31, 2020 | 35.15% |
July 31, 2020 | 35.15% |
June 30, 2020 | 35.15% |
May 31, 2020 | 35.15% |
April 30, 2020 | 35.15% |
March 31, 2020 | 35.15% |
February 29, 2020 | 35.15% |
January 31, 2020 | 35.15% |
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
35.15%
Minimum
Mar 2019
65.58%
Maximum
Feb 2024
44.71%
Average
35.15%
Median
Mar 2019
Max Drawdown (5Y) Benchmarks
Meta Platforms Inc | 76.74% |
Altice USA Inc | 95.17% |
Comcast Corp | 52.12% |
The Walt Disney Co | 60.72% |
Paramount Global | 88.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.43 |
Beta (5Y) | 0.9627 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.45% |
Historical Sharpe Ratio (5Y) | -0.1571 |
Historical Sortino (5Y) | -0.2257 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.39% |