Entravision Communications Corp (EVC)
1.99
-0.01
(-0.50%)
USD |
NYSE |
Apr 18, 15:27
Entravision Communications Max Drawdown (5Y): 84.28% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 84.28% |
| February 29, 2024 | 84.28% |
| January 31, 2024 | 84.28% |
| December 31, 2023 | 84.28% |
| November 30, 2023 | 84.28% |
| October 31, 2023 | 84.28% |
| September 30, 2023 | 84.28% |
| August 31, 2023 | 84.28% |
| July 31, 2023 | 84.28% |
| June 30, 2023 | 84.28% |
| May 31, 2023 | 84.28% |
| April 30, 2023 | 84.28% |
| March 31, 2023 | 84.28% |
| February 28, 2023 | 84.28% |
| January 31, 2023 | 84.28% |
| December 31, 2022 | 84.28% |
| November 30, 2022 | 84.28% |
| October 31, 2022 | 84.28% |
| September 30, 2022 | 84.28% |
| August 31, 2022 | 84.28% |
| July 31, 2022 | 84.28% |
| June 30, 2022 | 84.28% |
| May 31, 2022 | 84.28% |
| April 30, 2022 | 84.28% |
| March 31, 2022 | 84.28% |
| Date | Value |
|---|---|
| February 28, 2022 | 84.28% |
| January 31, 2022 | 84.28% |
| December 31, 2021 | 84.28% |
| November 30, 2021 | 84.28% |
| October 31, 2021 | 84.28% |
| September 30, 2021 | 84.28% |
| August 31, 2021 | 84.28% |
| July 31, 2021 | 84.28% |
| June 30, 2021 | 84.28% |
| May 31, 2021 | 84.28% |
| April 30, 2021 | 84.28% |
| March 31, 2021 | 84.28% |
| February 28, 2021 | 84.28% |
| January 31, 2021 | 84.28% |
| December 31, 2020 | 84.28% |
| November 30, 2020 | 84.28% |
| October 31, 2020 | 84.28% |
| September 30, 2020 | 84.28% |
| August 31, 2020 | 84.28% |
| July 31, 2020 | 84.28% |
| June 30, 2020 | 84.28% |
| May 31, 2020 | 84.28% |
| April 30, 2020 | 81.81% |
| March 31, 2020 | 76.81% |
| February 29, 2020 | 75.80% |
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
69.12%
Minimum
Apr 2019
84.28%
Maximum
May 2020
81.54%
Average
84.28%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Innovid Corp | -- |
| AdTheorent Holding Co Inc | -- |
| Lendway Inc | 84.04% |
| Ziff Davis Inc | 60.25% |
| Travelzoo | 85.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.22 |
| Beta (5Y) | 1.047 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.19% |
| Historical Sharpe Ratio (5Y) | -0.1725 |
| Historical Sortino (5Y) | -0.2762 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.53% |