Shenandoah Telecommunications Co (SHEN)
13.26
+0.67
(+5.32%)
USD |
NASDAQ |
Nov 22, 16:00
13.30
+0.04
(+0.30%)
After-Hours: 20:00
Shenandoah Telecommunications Max Drawdown (5Y): 65.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.54% |
| September 30, 2024 | 65.38% |
| August 31, 2024 | 65.38% |
| July 31, 2024 | 65.38% |
| June 30, 2024 | 65.38% |
| May 31, 2024 | 65.38% |
| April 30, 2024 | 65.38% |
| March 31, 2024 | 57.58% |
| February 29, 2024 | 57.58% |
| January 31, 2024 | 57.58% |
| December 31, 2023 | 57.58% |
| November 30, 2023 | 57.58% |
| October 31, 2023 | 57.58% |
| September 30, 2023 | 57.58% |
| August 31, 2023 | 57.58% |
| July 31, 2023 | 57.58% |
| June 30, 2023 | 57.58% |
| May 31, 2023 | 57.58% |
| April 30, 2023 | 57.58% |
| March 31, 2023 | 57.58% |
| February 28, 2023 | 57.58% |
| January 31, 2023 | 57.58% |
| December 31, 2022 | 57.58% |
| November 30, 2022 | 57.58% |
| October 31, 2022 | 57.58% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.40% |
| August 31, 2022 | 50.00% |
| July 31, 2022 | 50.00% |
| June 30, 2022 | 50.00% |
| May 31, 2022 | 50.00% |
| April 30, 2022 | 49.39% |
| March 31, 2022 | 49.39% |
| February 28, 2022 | 42.20% |
| January 31, 2022 | 41.57% |
| December 31, 2021 | 41.57% |
| November 30, 2021 | 41.57% |
| October 31, 2021 | 43.17% |
| September 30, 2021 | 43.17% |
| August 31, 2021 | 43.17% |
| July 31, 2021 | 43.17% |
| June 30, 2021 | 43.17% |
| May 31, 2021 | 43.17% |
| April 30, 2021 | 43.17% |
| March 31, 2021 | 43.17% |
| February 28, 2021 | 43.17% |
| January 31, 2021 | 43.17% |
| December 31, 2020 | 43.17% |
| November 30, 2020 | 43.17% |
| October 31, 2020 | 43.17% |
| September 30, 2020 | 43.17% |
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
41.57%
Minimum
Nov 2021
65.54%
Maximum
Oct 2024
50.84%
Average
49.69%
Median
Max Drawdown (5Y) Benchmarks
| ATN International Inc | 73.02% |
| Kartoon Studios Inc | 99.07% |
| The Arena Group Holdings Inc | 97.16% |
| Globalstar Inc | 92.44% |
| Zedge Inc | 91.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.33 |
| Beta (5Y) | 0.6693 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.79% |
| Historical Sharpe Ratio (5Y) | -0.224 |
| Historical Sortino (5Y) | -0.3976 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.17% |