Liberty Latin America Ltd (LILAK)
6.97
-0.01
(-0.14%)
USD |
NASDAQ |
Nov 21, 16:00
7.08
+0.11
(+1.58%)
After-Hours: 20:00
Liberty Latin America 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
| The Pegasus Companies Inc | 89.98% |
| MediaCo Holding Inc | -- |
| Zuki Inc | 98.23% |
| Star Fashion Culture Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.85 |
| Beta (5Y) | 1.109 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.32% |
| Historical Sharpe Ratio (5Y) | -0.3356 |
| Historical Sortino (5Y) | -0.5147 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.74% |