Cumulus Media Inc (CMLS)
2.79
+0.15
(+5.68%)
USD |
NASDAQ |
May 03, 16:00
2.79
0.00 (0.00%)
After-Hours: 20:00
Cumulus Media Max Drawdown (5Y): 87.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 84.98% |
| July 31, 2020 | 84.98% |
| June 30, 2020 | 84.98% |
| May 31, 2020 | 84.98% |
| April 30, 2020 | 83.97% |
| March 31, 2020 | 78.47% |
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
73.64%
Minimum
May 2019
87.42%
Maximum
May 2023
83.45%
Average
84.98%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Urban One Inc | 94.57% |
| Beasley Broadcast Group Inc | 93.04% |
| Saga Communications Inc | 62.78% |
| Liberty SiriusXM Group | 60.24% |
| iHeartMedia Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.37 |
| Beta (5Y) | 1.552 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.55% |
| Historical Sharpe Ratio (5Y) | -0.451 |
| Historical Sortino (5Y) | -0.7628 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.79% |