Paramount Global (PARA)
11.06
+0.48
(+4.49%)
USD |
NASDAQ |
Nov 21, 15:23
Paramount Global Max Drawdown (5Y): 89.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.52% |
| September 30, 2024 | 89.52% |
| August 31, 2024 | 89.52% |
| July 31, 2024 | 89.52% |
| June 30, 2024 | 89.52% |
| May 31, 2024 | 88.97% |
| April 30, 2024 | 88.97% |
| March 31, 2024 | 88.97% |
| February 29, 2024 | 88.47% |
| January 31, 2024 | 88.47% |
| December 31, 2023 | 88.47% |
| November 30, 2023 | 88.47% |
| October 31, 2023 | 88.47% |
| September 30, 2023 | 86.58% |
| August 31, 2023 | 84.93% |
| July 31, 2023 | 84.93% |
| June 30, 2023 | 84.93% |
| May 31, 2023 | 84.93% |
| April 30, 2023 | 83.78% |
| March 31, 2023 | 83.78% |
| February 28, 2023 | 83.78% |
| January 31, 2023 | 83.78% |
| December 31, 2022 | 83.78% |
| November 30, 2022 | 83.78% |
| October 31, 2022 | 82.86% |
| Date | Value |
|---|---|
| September 30, 2022 | 82.86% |
| August 31, 2022 | 82.86% |
| July 31, 2022 | 82.86% |
| June 30, 2022 | 82.86% |
| May 31, 2022 | 82.86% |
| April 30, 2022 | 82.86% |
| March 31, 2022 | 82.86% |
| February 28, 2022 | 82.86% |
| January 31, 2022 | 82.86% |
| December 31, 2021 | 82.86% |
| November 30, 2021 | 82.86% |
| October 31, 2021 | 82.86% |
| September 30, 2021 | 82.86% |
| August 31, 2021 | 82.86% |
| July 31, 2021 | 82.86% |
| June 30, 2021 | 82.86% |
| May 31, 2021 | 82.86% |
| April 30, 2021 | 82.86% |
| March 31, 2021 | 82.86% |
| February 28, 2021 | 82.86% |
| January 31, 2021 | 82.86% |
| December 31, 2020 | 82.86% |
| November 30, 2020 | 82.86% |
| October 31, 2020 | 82.86% |
| September 30, 2020 | 82.86% |
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
47.03%
Minimum
Nov 2019
89.52%
Maximum
Jun 2024
82.41%
Average
82.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The Walt Disney Co | 60.72% |
| Fox Corp | -- |
| Netflix Inc | 75.95% |
| AMC Networks Inc | 90.56% |
| Warner Music Group Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.84 |
| Beta (5Y) | 1.747 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.03% |
| Historical Sharpe Ratio (5Y) | -0.3325 |
| Historical Sortino (5Y) | -0.5001 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.48% |