Cumulus Media Inc (CMLS)
0.9001
-0.04
(-4.24%)
USD |
NASDAQ |
Nov 04, 16:00
0.9097
+0.01
(+1.07%)
After-Hours: 20:00
Cumulus Media Max Drawdown (5Y): 93.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 93.63% |
September 30, 2024 | 92.70% |
August 31, 2024 | 92.53% |
July 31, 2024 | 89.74% |
June 30, 2024 | 89.74% |
May 31, 2024 | 87.42% |
April 30, 2024 | 87.42% |
March 31, 2024 | 87.42% |
February 29, 2024 | 87.42% |
January 31, 2024 | 87.42% |
December 31, 2023 | 87.42% |
November 30, 2023 | 87.42% |
October 31, 2023 | 87.42% |
September 30, 2023 | 87.42% |
August 31, 2023 | 87.42% |
July 31, 2023 | 87.42% |
June 30, 2023 | 87.42% |
May 31, 2023 | 87.42% |
April 30, 2023 | 84.98% |
March 31, 2023 | 84.98% |
February 28, 2023 | 84.98% |
January 31, 2023 | 84.98% |
December 31, 2022 | 84.98% |
November 30, 2022 | 84.98% |
October 31, 2022 | 84.98% |
Date | Value |
---|---|
September 30, 2022 | 84.98% |
August 31, 2022 | 84.98% |
July 31, 2022 | 84.98% |
June 30, 2022 | 84.98% |
May 31, 2022 | 84.98% |
April 30, 2022 | 84.98% |
March 31, 2022 | 84.98% |
February 28, 2022 | 84.98% |
January 31, 2022 | 84.98% |
December 31, 2021 | 84.98% |
November 30, 2021 | 84.98% |
October 31, 2021 | 84.98% |
September 30, 2021 | 84.98% |
August 31, 2021 | 84.98% |
July 31, 2021 | 84.98% |
June 30, 2021 | 84.98% |
May 31, 2021 | 84.98% |
April 30, 2021 | 84.98% |
March 31, 2021 | 84.98% |
February 28, 2021 | 84.98% |
January 31, 2021 | 84.98% |
December 31, 2020 | 84.98% |
November 30, 2020 | 84.98% |
October 31, 2020 | 84.98% |
September 30, 2020 | 84.98% |
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
51.63%
Minimum
Nov 2019
93.63%
Maximum
Oct 2024
83.71%
Average
84.98%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Beasley Broadcast Group Inc | 93.04% |
Emmis Corp | 86.73% |
Urban One Inc | 96.32% |
Saga Communications Inc | 62.78% |
iHeartMedia Inc | 96.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -59.94 |
Beta (5Y) | 1.450 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.25% |
Historical Sharpe Ratio (5Y) | -0.5406 |
Historical Sortino (5Y) | -0.9322 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.40% |