Emmis Corp (EMMS)

3.05 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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Emmis Max Drawdown (5Y): 86.73% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Beasley Broadcast Group Inc 93.18%
Urban One Inc 96.36%
Saga Communications Inc 62.78%
Cumulus Media Inc 96.15%
iHeartMedia Inc 96.93%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -13.24
Beta (5Y) 0.8222
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 90.66%
Historical Sharpe Ratio (5Y) -0.0249
Historical Sortino (5Y) -0.0508
Monthly Value at Risk (VaR) 5% (5Y Lookback) 27.46%