Cumulus Media Inc (CMLS)
0.7181
-0.01
(-1.09%)
USD |
NASDAQ |
Nov 25, 16:00
0.7181
0.00 (0.00%)
After-Hours: 17:02
Cumulus Media Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Beasley Broadcast Group Inc | 93.18% |
| Emmis Corp | 86.73% |
| Urban One Inc | 96.32% |
| Saga Communications Inc | 62.78% |
| iHeartMedia Inc | -- |
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% |