Comcast Corp (CMCSA)
40.35
-0.22
(-0.54%)
USD |
NASDAQ |
Apr 23, 16:00
40.21
-0.14
(-0.35%)
After-Hours: 18:26
Comcast Max Drawdown (5Y): 52.12% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 31.29% |
July 31, 2020 | 31.29% |
June 30, 2020 | 31.29% |
May 31, 2020 | 31.29% |
April 30, 2020 | 31.29% |
March 31, 2020 | 29.75% |
February 29, 2020 | 28.44% |
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
Apr 2019
52.12%
Maximum
Oct 2022
37.82%
Average
31.29%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Paramount Global | 88.97% |
Warner Bros. Discovery Inc | -- |
Netflix Inc | 75.95% |
T-Mobile US Inc | 31.99% |
Charter Communications Inc | 66.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.76 |
Beta (5Y) | 0.9798 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.98% |
Historical Sharpe Ratio (5Y) | 0.0847 |
Historical Sortino (5Y) | 0.126 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.47% |