National CineMedia Inc (NCMI)
4.57
+0.03
(+0.66%)
USD |
NASDAQ |
May 03, 16:00
4.56
-0.01
(-0.22%)
After-Hours: 20:00
National CineMedia Max Drawdown (5Y): 98.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.63% |
March 31, 2024 | 98.63% |
February 29, 2024 | 98.63% |
January 31, 2024 | 98.63% |
December 31, 2023 | 98.63% |
November 30, 2023 | 98.63% |
October 31, 2023 | 98.63% |
September 30, 2023 | 98.63% |
August 31, 2023 | 98.63% |
July 31, 2023 | 98.63% |
June 30, 2023 | 98.63% |
May 31, 2023 | 98.63% |
April 30, 2023 | 98.63% |
March 31, 2023 | 98.63% |
February 28, 2023 | 97.14% |
January 31, 2023 | 97.14% |
December 31, 2022 | 97.14% |
November 30, 2022 | 94.83% |
October 31, 2022 | 94.79% |
September 30, 2022 | 91.52% |
August 31, 2022 | 88.32% |
July 31, 2022 | 88.32% |
June 30, 2022 | 88.30% |
May 31, 2022 | 85.83% |
April 30, 2022 | 83.72% |
Date | Value |
---|---|
March 31, 2022 | 83.72% |
February 28, 2022 | 83.72% |
January 31, 2022 | 83.72% |
December 31, 2021 | 83.72% |
November 30, 2021 | 83.72% |
October 31, 2021 | 83.72% |
September 30, 2021 | 83.72% |
August 31, 2021 | 83.72% |
July 31, 2021 | 83.72% |
June 30, 2021 | 83.72% |
May 31, 2021 | 83.72% |
April 30, 2021 | 83.72% |
March 31, 2021 | 83.72% |
February 28, 2021 | 83.72% |
January 31, 2021 | 83.72% |
December 31, 2020 | 83.72% |
November 30, 2020 | 83.72% |
October 31, 2020 | 83.72% |
September 30, 2020 | 83.72% |
August 31, 2020 | 83.72% |
July 31, 2020 | 83.72% |
June 30, 2020 | 83.72% |
May 31, 2020 | 83.72% |
April 30, 2020 | 83.72% |
March 31, 2020 | 83.72% |
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
65.70%
Minimum
May 2019
98.63%
Maximum
Mar 2023
85.63%
Average
83.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Inuvo Inc | 95.07% |
Marchex Inc | 77.31% |
SRAX Inc | 99.90% |
CMG Holdings Group Inc | 95.90% |
Integral Ad Science Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -63.12 |
Beta (5Y) | 1.942 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 110.4% |
Historical Sharpe Ratio (5Y) | -0.3758 |
Historical Sortino (5Y) | -0.7452 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.04% |