Cablevision Holding SA (CVHSY)
5.81
+0.18
(+3.29%)
USD |
OTCM |
Nov 22, 12:54
Cablevision 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
| Telecom Argentina SA | 85.93% |
| Grupo Clarin SA | 0.00% |
| Mega Matrix Inc | 95.39% |
| Kartoon Studios Inc | 99.07% |
| Globalstar Inc | 92.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.063 |
| Beta (5Y) | 1.097 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.0% |
| Historical Sharpe Ratio (5Y) | 0.1716 |
| Historical Sortino (5Y) | 0.4405 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |