National CineMedia Inc (NCMI)

6.72 -0.02 (-0.30%) USD  |  NASDAQ  |  Dec 20, 16:00
6.715 0.00 (0.00%) After-Hours: 20:00
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National CineMedia Max Drawdown (5Y): 98.63% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Marchex Inc 77.31%
CMG Holdings Group Inc 95.90%
Wiremedia Inc 99.98%
Integral Ad Science Holding Corp --
Lendway Inc 87.86%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -63.93
Beta (5Y) 2.084
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 111.2%
Historical Sharpe Ratio (5Y) -0.3245
Historical Sortino (5Y) -0.647
Monthly Value at Risk (VaR) 5% (5Y Lookback) 44.04%