Comcast Corp (CMCSA)
42.78
+0.25
(+0.59%)
USD |
NASDAQ |
Nov 05, 10:36
Comcast Max Drawdown (5Y): 52.12% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.12% |
| September 30, 2024 | 52.12% |
| August 31, 2024 | 52.12% |
| July 31, 2024 | 52.12% |
| June 30, 2024 | 52.12% |
| May 31, 2024 | 52.12% |
| April 30, 2024 | 52.12% |
| March 31, 2024 | 52.12% |
| February 29, 2024 | 52.12% |
| January 31, 2024 | 52.12% |
| December 31, 2023 | 52.12% |
| November 30, 2023 | 52.12% |
| October 31, 2023 | 52.12% |
| September 30, 2023 | 52.12% |
| August 31, 2023 | 52.12% |
| July 31, 2023 | 52.12% |
| June 30, 2023 | 52.12% |
| May 31, 2023 | 52.12% |
| April 30, 2023 | 52.12% |
| March 31, 2023 | 52.12% |
| February 28, 2023 | 52.12% |
| January 31, 2023 | 52.12% |
| December 31, 2022 | 52.12% |
| November 30, 2022 | 52.12% |
| October 31, 2022 | 52.12% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.46% |
| August 31, 2022 | 40.88% |
| July 31, 2022 | 37.90% |
| June 30, 2022 | 37.68% |
| May 31, 2022 | 34.64% |
| April 30, 2022 | 34.64% |
| March 31, 2022 | 31.29% |
| February 28, 2022 | 31.29% |
| January 31, 2022 | 31.29% |
| December 31, 2021 | 31.29% |
| November 30, 2021 | 31.29% |
| October 31, 2021 | 31.29% |
| September 30, 2021 | 31.29% |
| August 31, 2021 | 31.29% |
| July 31, 2021 | 31.29% |
| June 30, 2021 | 31.29% |
| May 31, 2021 | 31.29% |
| April 30, 2021 | 31.29% |
| March 31, 2021 | 31.29% |
| February 28, 2021 | 31.29% |
| January 31, 2021 | 31.29% |
| December 31, 2020 | 31.29% |
| November 30, 2020 | 31.29% |
| October 31, 2020 | 31.29% |
| September 30, 2020 | 31.29% |
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
28.44%
Minimum
Nov 2019
52.12%
Maximum
Oct 2022
40.58%
Average
34.64%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Paramount Global | 89.52% |
| Warner Bros. Discovery Inc | -- |
| Netflix Inc | 75.95% |
| AT&T Inc | 39.45% |
| Charter Communications Inc | 68.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.29 |
| Beta (5Y) | 1.000 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.09% |
| Historical Sharpe Ratio (5Y) | -0.0154 |
| Historical Sortino (5Y) | -0.023 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.47% |