Consolidated Communications Holdings Inc (CNSL)
4.225
-0.02
(-0.59%)
USD |
NASDAQ |
Apr 24, 16:00
4.225
0.00 (0.00%)
After-Hours: 20:00
Consolidated Communications Holdings Max Drawdown (5Y): 85.35% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 85.35% |
| February 29, 2024 | 85.35% |
| January 31, 2024 | 85.35% |
| December 31, 2023 | 85.35% |
| November 30, 2023 | 85.35% |
| October 31, 2023 | 85.35% |
| September 30, 2023 | 85.35% |
| August 31, 2023 | 85.35% |
| July 31, 2023 | 85.35% |
| June 30, 2023 | 85.35% |
| May 31, 2023 | 85.35% |
| April 30, 2023 | 85.35% |
| March 31, 2023 | 85.35% |
| February 28, 2023 | 85.35% |
| January 31, 2023 | 85.35% |
| December 31, 2022 | 85.35% |
| November 30, 2022 | 85.35% |
| October 31, 2022 | 85.35% |
| September 30, 2022 | 85.35% |
| August 31, 2022 | 85.35% |
| July 31, 2022 | 85.35% |
| June 30, 2022 | 85.35% |
| May 31, 2022 | 85.35% |
| April 30, 2022 | 85.35% |
| March 31, 2022 | 85.35% |
| Date | Value |
|---|---|
| February 28, 2022 | 85.35% |
| January 31, 2022 | 85.35% |
| December 31, 2021 | 85.35% |
| November 30, 2021 | 85.35% |
| October 31, 2021 | 85.35% |
| September 30, 2021 | 85.35% |
| August 31, 2021 | 85.35% |
| July 31, 2021 | 85.35% |
| June 30, 2021 | 85.35% |
| May 31, 2021 | 85.35% |
| April 30, 2021 | 85.35% |
| March 31, 2021 | 85.35% |
| February 28, 2021 | 85.35% |
| January 31, 2021 | 85.35% |
| December 31, 2020 | 85.35% |
| November 30, 2020 | 85.35% |
| October 31, 2020 | 85.35% |
| September 30, 2020 | 85.35% |
| August 31, 2020 | 85.35% |
| July 31, 2020 | 85.35% |
| June 30, 2020 | 85.35% |
| May 31, 2020 | 85.35% |
| April 30, 2020 | 85.35% |
| March 31, 2020 | 85.35% |
| February 29, 2020 | 85.35% |
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
77.30%
Minimum
Apr 2019
85.35%
Maximum
Oct 2019
84.97%
Average
85.35%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
| Cogent Communications Holdings Inc | 39.34% |
| Lumen Technologies Inc | 92.87% |
| IDT Corp | 71.95% |
| Ribbon Communications Inc | 86.32% |
| Anterix Inc | 56.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.30 |
| Beta (5Y) | 1.068 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.38% |
| Historical Sharpe Ratio (5Y) | -0.304 |
| Historical Sortino (5Y) | -0.5441 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.14% |