Gray Television Inc (GTN.A)
8.92
+0.50
(+5.94%)
USD |
NYSE |
May 07, 09:35
Gray Television Max Drawdown (5Y): 72.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 72.48% |
| March 31, 2024 | 72.17% |
| February 29, 2024 | 71.10% |
| January 31, 2024 | 69.71% |
| December 31, 2023 | 69.71% |
| November 30, 2023 | 69.71% |
| October 31, 2023 | 69.71% |
| September 30, 2023 | 67.05% |
| August 31, 2023 | 66.76% |
| July 31, 2023 | 66.76% |
| June 30, 2023 | 66.76% |
| May 31, 2023 | 66.76% |
| April 30, 2023 | 64.85% |
| March 31, 2023 | 64.85% |
| February 28, 2023 | 61.08% |
| January 31, 2023 | 61.08% |
| December 31, 2022 | 61.08% |
| November 30, 2022 | 61.08% |
| October 31, 2022 | 61.08% |
| September 30, 2022 | 61.08% |
| August 31, 2022 | 61.08% |
| July 31, 2022 | 61.08% |
| June 30, 2022 | 61.08% |
| May 31, 2022 | 61.08% |
| April 30, 2022 | 61.08% |
| Date | Value |
|---|---|
| March 31, 2022 | 61.08% |
| February 28, 2022 | 61.08% |
| January 31, 2022 | 61.08% |
| December 31, 2021 | 61.08% |
| November 30, 2021 | 61.08% |
| October 31, 2021 | 61.08% |
| September 30, 2021 | 61.08% |
| August 31, 2021 | 61.08% |
| July 31, 2021 | 61.08% |
| June 30, 2021 | 61.08% |
| May 31, 2021 | 61.08% |
| April 30, 2021 | 61.08% |
| March 31, 2021 | 61.08% |
| February 28, 2021 | 61.08% |
| January 31, 2021 | 61.08% |
| December 31, 2020 | 61.08% |
| November 30, 2020 | 61.08% |
| October 31, 2020 | 61.08% |
| September 30, 2020 | 61.08% |
| August 31, 2020 | 61.08% |
| July 31, 2020 | 61.08% |
| June 30, 2020 | 61.08% |
| May 31, 2020 | 61.08% |
| April 30, 2020 | 61.08% |
| March 31, 2020 | 61.08% |
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
53.48%
Minimum
Aug 2019
72.48%
Maximum
Apr 2024
61.62%
Average
61.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Tegna Inc | 45.66% |
| The E W Scripps Co | 87.14% |
| FuboTV Inc | 100.00% |
| Loop Media Inc | 98.83% |
| CuriosityStream Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.23 |
| Beta (5Y) | 1.303 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.41% |
| Historical Sharpe Ratio (5Y) | -0.434 |
| Historical Sortino (5Y) | -0.6145 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.73% |