National CineMedia Inc (NCMI)
6.79
+0.12
(+1.88%)
USD |
NASDAQ |
Nov 14, 11:33
National CineMedia Max Drawdown (5Y): 98.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.63% |
| September 30, 2024 | 98.63% |
| August 31, 2024 | 98.63% |
| July 31, 2024 | 98.63% |
| June 30, 2024 | 98.63% |
| May 31, 2024 | 98.63% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
98.63%
Maximum
Mar 2023
88.93%
Average
84.77%
Median
Max Drawdown (5Y) Benchmarks
| 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) | -65.18 |
| Beta (5Y) | 2.088 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 111.3% |
| Historical Sharpe Ratio (5Y) | -0.3435 |
| Historical Sortino (5Y) | -0.6859 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.04% |