Emmis Corp (EMMS)
3.95
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Emmis Max Drawdown (5Y): 86.73% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 86.73% |
| August 31, 2024 | 86.73% |
| July 31, 2024 | 86.73% |
| June 30, 2024 | 86.73% |
| May 31, 2024 | 86.73% |
| April 30, 2024 | 86.73% |
| March 31, 2024 | 86.73% |
| February 29, 2024 | 86.73% |
| January 31, 2024 | 86.73% |
| December 31, 2023 | 86.73% |
| November 30, 2023 | 86.73% |
| October 31, 2023 | 86.73% |
| September 30, 2023 | 86.73% |
| August 31, 2023 | 86.73% |
| July 31, 2023 | 86.73% |
| June 30, 2023 | 86.73% |
| May 31, 2023 | 86.73% |
| April 30, 2023 | 86.73% |
| March 31, 2023 | 86.73% |
| February 28, 2023 | 86.73% |
| January 31, 2023 | 86.73% |
| December 31, 2022 | 86.73% |
| November 30, 2022 | 86.73% |
| October 31, 2022 | 86.73% |
| September 30, 2022 | 86.73% |
| Date | Value |
|---|---|
| August 31, 2022 | 86.73% |
| July 31, 2022 | 86.73% |
| June 30, 2022 | 86.73% |
| May 31, 2022 | 86.73% |
| April 30, 2022 | 86.73% |
| March 31, 2022 | 86.73% |
| February 28, 2022 | 86.73% |
| January 31, 2022 | 86.73% |
| December 31, 2021 | 86.73% |
| November 30, 2021 | 86.73% |
| October 31, 2021 | 86.73% |
| September 30, 2021 | 84.30% |
| August 31, 2021 | 84.30% |
| July 31, 2021 | 84.30% |
| June 30, 2021 | 84.30% |
| May 31, 2021 | 84.30% |
| April 30, 2021 | 84.30% |
| March 31, 2021 | 84.30% |
| February 28, 2021 | 86.20% |
| January 31, 2021 | 86.20% |
| December 31, 2020 | 86.20% |
| November 30, 2020 | 87.86% |
| October 31, 2020 | 87.86% |
| September 30, 2020 | 87.86% |
| August 31, 2020 | 87.86% |
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
84.30%
Minimum
Mar 2021
87.86%
Maximum
Nov 2019
86.66%
Average
86.73%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Beasley Broadcast Group Inc | 93.18% |
| Urban One Inc | 96.32% |
| Saga Communications Inc | 62.78% |
| Cumulus Media Inc | -- |
| iHeartMedia Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.77 |
| Beta (5Y) | 0.8206 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.91% |
| Historical Sharpe Ratio (5Y) | -0.0281 |
| Historical Sortino (5Y) | -0.0576 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.46% |