New York Times Co (NYT)
48.51
-0.30
(-0.61%)
USD |
NYSE |
May 20, 13:21
New York Times Max Drawdown (5Y): 49.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.93% |
March 31, 2024 | 49.93% |
February 29, 2024 | 49.93% |
January 31, 2024 | 49.93% |
December 31, 2023 | 49.93% |
November 30, 2023 | 49.93% |
October 31, 2023 | 49.93% |
September 30, 2023 | 49.93% |
August 31, 2023 | 49.93% |
July 31, 2023 | 49.93% |
June 30, 2023 | 49.93% |
May 31, 2023 | 49.93% |
April 30, 2023 | 49.93% |
March 31, 2023 | 49.93% |
February 28, 2023 | 49.93% |
January 31, 2023 | 49.93% |
December 31, 2022 | 49.93% |
November 30, 2022 | 49.93% |
October 31, 2022 | 49.93% |
September 30, 2022 | 49.93% |
August 31, 2022 | 49.93% |
July 31, 2022 | 49.93% |
June 30, 2022 | 49.93% |
May 31, 2022 | 42.11% |
April 30, 2022 | 32.67% |
Date | Value |
---|---|
March 31, 2022 | 32.67% |
February 28, 2022 | 32.67% |
January 31, 2022 | 32.67% |
December 31, 2021 | 28.48% |
November 30, 2021 | 28.48% |
October 31, 2021 | 28.48% |
September 30, 2021 | 28.48% |
August 31, 2021 | 35.29% |
July 31, 2021 | 35.29% |
June 30, 2021 | 35.29% |
May 31, 2021 | 35.29% |
April 30, 2021 | 35.29% |
March 31, 2021 | 35.29% |
February 28, 2021 | 35.29% |
January 31, 2021 | 35.29% |
December 31, 2020 | 35.29% |
November 30, 2020 | 35.29% |
October 31, 2020 | 35.29% |
September 30, 2020 | 35.29% |
August 31, 2020 | 35.29% |
July 31, 2020 | 35.29% |
June 30, 2020 | 35.29% |
May 31, 2020 | 35.29% |
April 30, 2020 | 35.29% |
March 31, 2020 | 35.29% |
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
28.48%
Minimum
Sep 2021
49.93%
Maximum
Jun 2022
40.39%
Average
35.29%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Gannett Co Inc | 95.89% |
DallasNews Corp | 79.70% |
Lee Enterprises Inc | 82.18% |
News Corp | 50.66% |
Scholastic Corp | 56.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.015 |
Beta (5Y) | 1.004 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.16% |
Historical Sharpe Ratio (5Y) | 0.122 |
Historical Sortino (5Y) | 0.1949 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.37% |