Liberty Latin America Ltd (LILAK)
6.50
-0.35
(-5.11%)
USD |
NASDAQ |
Nov 13, 16:00
6.505
0.00 (0.00%)
After-Hours: 20:00
Liberty Latin America Max Drawdown (5Y): 73.64% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.64% |
| September 30, 2024 | 73.64% |
| August 31, 2024 | 73.64% |
| July 31, 2024 | 73.64% |
| June 30, 2024 | 73.64% |
| May 31, 2024 | 73.64% |
| April 30, 2024 | 73.64% |
| March 31, 2024 | 73.64% |
| February 29, 2024 | 73.64% |
| January 31, 2024 | 73.64% |
| December 31, 2023 | 73.64% |
| November 30, 2023 | 73.64% |
| October 31, 2023 | 73.64% |
| September 30, 2023 | 73.64% |
| August 31, 2023 | 73.64% |
| July 31, 2023 | 73.64% |
| June 30, 2023 | 73.64% |
| May 31, 2023 | 73.64% |
| April 30, 2023 | 73.64% |
| March 31, 2023 | 73.64% |
| February 28, 2023 | 73.64% |
| January 31, 2023 | 73.64% |
| December 31, 2022 | 73.64% |
| November 30, 2022 | 73.64% |
| October 31, 2022 | 73.64% |
| Date | Value |
|---|---|
| September 30, 2022 | 73.64% |
| August 31, 2022 | 69.57% |
| July 31, 2022 | 69.21% |
| June 30, 2022 | 68.63% |
| May 31, 2022 | 66.35% |
| April 30, 2022 | 66.35% |
| March 31, 2022 | 66.35% |
| February 28, 2022 | 66.35% |
| January 31, 2022 | 66.35% |
| December 31, 2021 | 66.35% |
| November 30, 2021 | 66.35% |
| October 31, 2021 | 66.35% |
| September 30, 2021 | 66.35% |
| August 31, 2021 | 66.35% |
| July 31, 2021 | 66.35% |
| June 30, 2021 | 66.35% |
| May 31, 2021 | 66.35% |
| April 30, 2021 | 66.35% |
| March 31, 2021 | 66.35% |
| February 28, 2021 | 66.35% |
| January 31, 2021 | 66.35% |
| December 31, 2020 | 66.35% |
| November 30, 2020 | 66.35% |
| October 31, 2020 | 66.35% |
| September 30, 2020 | 66.35% |
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
39.90%
Minimum
Nov 2019
73.64%
Maximum
Sep 2022
67.62%
Average
66.35%
Median
Sep 2020
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) | 1.110 |
| 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% |