Paramount Global (PARA)
12.89
-0.97
(-7.00%)
USD |
NASDAQ |
May 03, 16:00
13.24
+0.35
(+2.72%)
Pre-Market: 20:00
Paramount Global Max Drawdown (5Y): 88.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.97% |
March 31, 2024 | 88.97% |
February 29, 2024 | 88.47% |
January 31, 2024 | 88.47% |
December 31, 2023 | 88.47% |
November 30, 2023 | 88.47% |
October 31, 2023 | 88.47% |
September 30, 2023 | 86.58% |
August 31, 2023 | 84.93% |
July 31, 2023 | 84.93% |
June 30, 2023 | 84.93% |
May 31, 2023 | 84.93% |
April 30, 2023 | 83.78% |
March 31, 2023 | 83.78% |
February 28, 2023 | 83.78% |
January 31, 2023 | 83.78% |
December 31, 2022 | 83.78% |
November 30, 2022 | 83.78% |
October 31, 2022 | 82.86% |
September 30, 2022 | 82.86% |
August 31, 2022 | 82.86% |
July 31, 2022 | 82.86% |
June 30, 2022 | 82.86% |
May 31, 2022 | 82.86% |
April 30, 2022 | 82.86% |
Date | Value |
---|---|
March 31, 2022 | 82.86% |
February 28, 2022 | 82.86% |
January 31, 2022 | 82.86% |
December 31, 2021 | 82.86% |
November 30, 2021 | 82.86% |
October 31, 2021 | 82.86% |
September 30, 2021 | 82.86% |
August 31, 2021 | 82.86% |
July 31, 2021 | 82.86% |
June 30, 2021 | 82.86% |
May 31, 2021 | 82.86% |
April 30, 2021 | 82.86% |
March 31, 2021 | 82.86% |
February 28, 2021 | 82.86% |
January 31, 2021 | 82.86% |
December 31, 2020 | 82.86% |
November 30, 2020 | 82.86% |
October 31, 2020 | 82.86% |
September 30, 2020 | 82.86% |
August 31, 2020 | 82.86% |
July 31, 2020 | 82.86% |
June 30, 2020 | 82.86% |
May 31, 2020 | 82.86% |
April 30, 2020 | 82.86% |
March 31, 2020 | 82.86% |
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
41.74%
Minimum
May 2019
88.97%
Maximum
Mar 2024
77.73%
Average
82.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
The Walt Disney Co | 60.72% |
Fox Corp | 50.55% |
Netflix Inc | 75.95% |
Meta Platforms Inc | 76.74% |
Alphabet Inc | 44.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -45.37 |
Beta (5Y) | 1.746 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.98% |
Historical Sharpe Ratio (5Y) | -0.405 |
Historical Sortino (5Y) | -0.6106 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.48% |