Charter Communications Inc (CHTR)
381.78
+5.87
(+1.56%)
USD |
NASDAQ |
Nov 05, 14:53
Charter Communications Max Drawdown (5Y): 68.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.99% |
| September 30, 2024 | 68.99% |
| August 31, 2024 | 68.99% |
| July 31, 2024 | 68.99% |
| June 30, 2024 | 68.99% |
| May 31, 2024 | 68.99% |
| April 30, 2024 | 68.99% |
| March 31, 2024 | 66.34% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
68.99%
Maximum
Apr 2024
49.18%
Average
47.98%
Median
Max Drawdown (5Y) Benchmarks
| Comcast Corp | 52.12% |
| Warner Bros. Discovery Inc | -- |
| Liberty Broadband Corp | 74.16% |
| Paramount Global | 89.52% |
| AT&T Inc | 39.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.60 |
| Beta (5Y) | 1.035 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.67% |
| Historical Sharpe Ratio (5Y) | -0.2745 |
| Historical Sortino (5Y) | -0.419 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.07% |