Lee Enterprises Inc (LEE)
16.87
-0.11
(-0.65%)
USD |
NASDAQ |
Nov 14, 12:20
Lee Enterprises Max Drawdown (5Y): 82.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.23% |
| September 30, 2024 | 82.23% |
| August 31, 2024 | 82.18% |
| July 31, 2024 | 82.18% |
| June 30, 2024 | 82.18% |
| May 31, 2024 | 82.18% |
| April 30, 2024 | 82.18% |
| March 31, 2024 | 82.18% |
| February 29, 2024 | 82.18% |
| January 31, 2024 | 82.18% |
| December 31, 2023 | 82.18% |
| November 30, 2023 | 81.09% |
| October 31, 2023 | 81.09% |
| September 30, 2023 | 81.09% |
| August 31, 2023 | 81.09% |
| July 31, 2023 | 81.09% |
| June 30, 2023 | 81.09% |
| May 31, 2023 | 81.09% |
| April 30, 2023 | 81.09% |
| March 31, 2023 | 81.09% |
| February 28, 2023 | 81.09% |
| January 31, 2023 | 81.09% |
| December 31, 2022 | 81.09% |
| November 30, 2022 | 81.09% |
| October 31, 2022 | 81.09% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.09% |
| August 31, 2022 | 81.09% |
| July 31, 2022 | 81.09% |
| June 30, 2022 | 81.09% |
| May 31, 2022 | 81.09% |
| April 30, 2022 | 81.09% |
| March 31, 2022 | 81.09% |
| February 28, 2022 | 81.09% |
| January 31, 2022 | 81.09% |
| December 31, 2021 | 81.09% |
| November 30, 2021 | 81.09% |
| October 31, 2021 | 81.09% |
| September 30, 2021 | 81.09% |
| August 31, 2021 | 81.09% |
| July 31, 2021 | 81.09% |
| June 30, 2021 | 81.09% |
| May 31, 2021 | 81.09% |
| April 30, 2021 | 81.09% |
| March 31, 2021 | 81.09% |
| February 28, 2021 | 81.09% |
| January 31, 2021 | 81.09% |
| December 31, 2020 | 81.09% |
| November 30, 2020 | 81.09% |
| October 31, 2020 | 81.09% |
| September 30, 2020 | 81.09% |
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
77.74%
Minimum
Nov 2019
82.23%
Maximum
Sep 2024
80.99%
Average
81.09%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| New York Times Co | 49.93% |
| DallasNews Corp | 77.21% |
| Gannett Co Inc | 95.89% |
| John Wiley & Sons Inc | 53.38% |
| Scholastic Corp | 56.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.35 |
| Beta (5Y) | 1.066 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.21% |
| Historical Sharpe Ratio (5Y) | -0.0326 |
| Historical Sortino (5Y) | -0.0868 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.39% |