Charter Communications Inc (CHTR)
273.02
-4.52
(-1.63%)
USD |
NASDAQ |
May 17, 16:00
273.19
+0.17
(+0.06%)
After-Hours: 20:00
Charter Communications Max Drawdown (5Y): 68.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.99% |
March 31, 2024 | 66.34% |
February 29, 2024 | 65.58% |
January 31, 2024 | 63.05% |
December 31, 2023 | 63.05% |
November 30, 2023 | 63.05% |
October 31, 2023 | 63.05% |
September 30, 2023 | 63.05% |
August 31, 2023 | 63.05% |
July 31, 2023 | 63.05% |
June 30, 2023 | 63.05% |
May 31, 2023 | 63.05% |
April 30, 2023 | 63.05% |
March 31, 2023 | 63.05% |
February 28, 2023 | 63.05% |
January 31, 2023 | 63.05% |
December 31, 2022 | 63.05% |
November 30, 2022 | 63.05% |
October 31, 2022 | 63.05% |
September 30, 2022 | 63.05% |
August 31, 2022 | 50.12% |
July 31, 2022 | 49.41% |
June 30, 2022 | 49.41% |
May 31, 2022 | 48.16% |
April 30, 2022 | 47.81% |
Date | Value |
---|---|
March 31, 2022 | 35.15% |
February 28, 2022 | 35.15% |
January 31, 2022 | 35.15% |
December 31, 2021 | 35.15% |
November 30, 2021 | 35.15% |
October 31, 2021 | 35.15% |
September 30, 2021 | 35.15% |
August 31, 2021 | 35.15% |
July 31, 2021 | 35.15% |
June 30, 2021 | 35.15% |
May 31, 2021 | 35.15% |
April 30, 2021 | 35.15% |
March 31, 2021 | 35.15% |
February 28, 2021 | 35.15% |
January 31, 2021 | 35.15% |
December 31, 2020 | 35.15% |
November 30, 2020 | 35.15% |
October 31, 2020 | 35.15% |
September 30, 2020 | 35.15% |
August 31, 2020 | 35.15% |
July 31, 2020 | 35.15% |
June 30, 2020 | 35.15% |
May 31, 2020 | 35.15% |
April 30, 2020 | 35.15% |
March 31, 2020 | 35.15% |
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
35.15%
Minimum
May 2019
68.99%
Maximum
Apr 2024
45.80%
Average
35.15%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Paramount Global | 88.97% |
Comcast Corp | 52.12% |
Meta Platforms Inc | 76.74% |
T-Mobile US Inc | 31.99% |
Altice USA Inc | 95.17% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.06 |
Beta (5Y) | 0.9736 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.69% |
Historical Sharpe Ratio (5Y) | -0.2819 |
Historical Sortino (5Y) | -0.413 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.07% |