Anterix Inc (ATEX)
33.60
+0.11
(+0.33%)
USD |
NASDAQ |
May 31, 16:00
33.71
+0.11
(+0.33%)
After-Hours: 20:00
Anterix Max Drawdown (5Y): 56.73% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 56.73% |
April 30, 2024 | 56.73% |
March 31, 2024 | 56.73% |
February 29, 2024 | 56.73% |
January 31, 2024 | 56.73% |
December 31, 2023 | 56.73% |
November 30, 2023 | 56.73% |
October 31, 2023 | 56.73% |
September 30, 2023 | 56.73% |
August 31, 2023 | 56.73% |
July 31, 2023 | 56.73% |
June 30, 2023 | 56.62% |
May 31, 2023 | 56.62% |
April 30, 2023 | 56.62% |
March 31, 2023 | 56.62% |
February 28, 2023 | 57.55% |
January 31, 2023 | 57.55% |
December 31, 2022 | 57.55% |
November 30, 2022 | 57.55% |
October 31, 2022 | 57.55% |
September 30, 2022 | 57.55% |
August 31, 2022 | 57.55% |
July 31, 2022 | 57.55% |
June 30, 2022 | 57.55% |
May 31, 2022 | 57.55% |
Date | Value |
---|---|
April 30, 2022 | 58.36% |
March 31, 2022 | 59.27% |
February 28, 2022 | 60.64% |
January 31, 2022 | 62.82% |
December 31, 2021 | 62.82% |
November 30, 2021 | 64.18% |
October 31, 2021 | 64.18% |
September 30, 2021 | 64.18% |
August 31, 2021 | 64.18% |
July 31, 2021 | 64.18% |
June 30, 2021 | 64.18% |
May 31, 2021 | 64.18% |
April 30, 2021 | 64.18% |
March 31, 2021 | 65.00% |
February 28, 2021 | 65.00% |
January 31, 2021 | 65.00% |
December 31, 2020 | 65.00% |
November 30, 2020 | 65.00% |
October 31, 2020 | 65.00% |
September 30, 2020 | 65.00% |
August 31, 2020 | 65.00% |
July 31, 2020 | 65.00% |
June 30, 2020 | 65.00% |
May 31, 2020 | 65.00% |
April 30, 2020 | 65.00% |
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
56.62%
Minimum
Mar 2023
65.00%
Maximum
Jun 2019
61.22%
Average
63.50%
Median
Max Drawdown (5Y) Benchmarks
Cogent Communications Holdings Inc | 39.34% |
Consolidated Communications Holdings Inc | 85.35% |
Lumen Technologies Inc | 92.87% |
IDT Corp | 71.95% |
Ribbon Communications Inc | 86.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.31 |
Beta (5Y) | 0.8055 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.57% |
Historical Sharpe Ratio (5Y) | -0.2178 |
Historical Sortino (5Y) | -0.4119 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.34% |