Salem Media Group Inc (SALM)
0.219
-0.01
(-4.74%)
USD |
OTCM |
Nov 21, 16:00
Salem Media Group Max Drawdown (5Y): 95.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.32% |
| September 30, 2024 | 95.30% |
| August 31, 2024 | 95.30% |
| July 31, 2024 | 95.21% |
| June 30, 2024 | 95.11% |
| May 31, 2024 | 94.45% |
| April 30, 2024 | 94.45% |
| March 31, 2024 | 94.45% |
| February 29, 2024 | 94.45% |
| January 31, 2024 | 94.45% |
| December 31, 2023 | 91.70% |
| November 30, 2023 | 89.26% |
| October 31, 2023 | 89.26% |
| September 30, 2023 | 89.26% |
| August 31, 2023 | 89.26% |
| July 31, 2023 | 89.26% |
| June 30, 2023 | 89.26% |
| May 31, 2023 | 89.26% |
| April 30, 2023 | 89.26% |
| March 31, 2023 | 89.26% |
| February 28, 2023 | 89.26% |
| January 31, 2023 | 89.26% |
| December 31, 2022 | 89.26% |
| November 30, 2022 | 89.26% |
| October 31, 2022 | 89.26% |
| Date | Value |
|---|---|
| September 30, 2022 | 89.26% |
| August 31, 2022 | 89.26% |
| July 31, 2022 | 89.26% |
| June 30, 2022 | 89.26% |
| May 31, 2022 | 89.26% |
| April 30, 2022 | 89.26% |
| March 31, 2022 | 89.26% |
| February 28, 2022 | 89.26% |
| January 31, 2022 | 89.26% |
| December 31, 2021 | 89.26% |
| November 30, 2021 | 89.26% |
| October 31, 2021 | 89.26% |
| September 30, 2021 | 89.26% |
| August 31, 2021 | 89.26% |
| July 31, 2021 | 89.26% |
| June 30, 2021 | 89.26% |
| May 31, 2021 | 89.26% |
| April 30, 2021 | 89.26% |
| March 31, 2021 | 89.26% |
| February 28, 2021 | 89.26% |
| January 31, 2021 | 89.26% |
| December 31, 2020 | 89.26% |
| November 30, 2020 | 89.26% |
| October 31, 2020 | 89.26% |
| September 30, 2020 | 89.26% |
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
79.06%
Minimum
Nov 2019
95.32%
Maximum
Oct 2024
89.57%
Average
89.26%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Beasley Broadcast Group Inc | 93.18% |
| Urban One Inc | 96.32% |
| Saga Communications Inc | 62.78% |
| Cumulus Media Inc | -- |
| iHeartMedia Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.31 |
| Beta (5Y) | 0.7143 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.74% |
| Historical Sharpe Ratio (5Y) | -0.3904 |
| Historical Sortino (5Y) | -0.8335 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.27% |