AMC Networks Inc (AMCX)
15.62
-0.34
(-2.10%)
USD |
NASDAQ |
May 17, 16:00
15.30
-0.32
(-2.08%)
Pre-Market: 20:00
AMC Networks Max Drawdown (5Y): 87.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.26% |
March 31, 2024 | 87.17% |
February 29, 2024 | 87.17% |
January 31, 2024 | 87.17% |
December 31, 2023 | 87.17% |
November 30, 2023 | 87.17% |
October 31, 2023 | 87.17% |
September 30, 2023 | 87.17% |
August 31, 2023 | 86.48% |
July 31, 2023 | 86.48% |
June 30, 2023 | 86.48% |
May 31, 2023 | 85.62% |
April 30, 2023 | 81.58% |
March 31, 2023 | 81.58% |
February 28, 2023 | 81.58% |
January 31, 2023 | 81.58% |
December 31, 2022 | 81.58% |
November 30, 2022 | 77.43% |
October 31, 2022 | 76.14% |
September 30, 2022 | 76.14% |
August 31, 2022 | 76.14% |
July 31, 2022 | 76.14% |
June 30, 2022 | 76.14% |
May 31, 2022 | 76.14% |
April 30, 2022 | 76.14% |
Date | Value |
---|---|
March 31, 2022 | 76.14% |
February 28, 2022 | 76.14% |
January 31, 2022 | 76.14% |
December 31, 2021 | 76.14% |
November 30, 2021 | 76.14% |
October 31, 2021 | 76.14% |
September 30, 2021 | 76.14% |
August 31, 2021 | 76.14% |
July 31, 2021 | 76.14% |
June 30, 2021 | 76.14% |
May 31, 2021 | 76.14% |
April 30, 2021 | 76.14% |
March 31, 2021 | 76.14% |
February 28, 2021 | 76.14% |
January 31, 2021 | 76.14% |
December 31, 2020 | 76.14% |
November 30, 2020 | 76.14% |
October 31, 2020 | 76.14% |
September 30, 2020 | 76.14% |
August 31, 2020 | 76.14% |
July 31, 2020 | 76.14% |
June 30, 2020 | 76.14% |
May 31, 2020 | 76.14% |
April 30, 2020 | 76.14% |
March 31, 2020 | 74.16% |
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
44.94%
Minimum
May 2019
87.26%
Maximum
Apr 2024
74.62%
Average
76.14%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Fox Corp | 50.55% |
Marcus Corp | 83.84% |
Nexstar Media Group Inc | 64.56% |
Paramount Global | 88.97% |
The Walt Disney Co | 60.72% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -44.54 |
Beta (5Y) | 1.220 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.13% |
Historical Sharpe Ratio (5Y) | -0.5061 |
Historical Sortino (5Y) | -0.9918 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.17% |