Madison Square Garden Sports Corp (MSGS)
184.65
+1.67
(+0.91%)
USD |
NYSE |
May 31, 16:00
184.51
-0.14
(-0.08%)
Pre-Market: 20:00
Madison Square Garden Sports Max Drawdown (5Y): 41.57% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 41.57% |
April 30, 2024 | 41.57% |
March 31, 2024 | 41.57% |
February 29, 2024 | 41.57% |
January 31, 2024 | 41.57% |
December 31, 2023 | 41.57% |
November 30, 2023 | 41.57% |
October 31, 2023 | 41.57% |
September 30, 2023 | 41.57% |
August 31, 2023 | 41.57% |
July 31, 2023 | 41.57% |
June 30, 2023 | 41.57% |
May 31, 2023 | 41.57% |
April 30, 2023 | 41.57% |
March 31, 2023 | 41.57% |
February 28, 2023 | 41.57% |
January 31, 2023 | 41.57% |
December 31, 2022 | 41.57% |
November 30, 2022 | 41.57% |
October 31, 2022 | 41.57% |
September 30, 2022 | 41.57% |
August 31, 2022 | 41.57% |
July 31, 2022 | 41.57% |
June 30, 2022 | 41.57% |
May 31, 2022 | 41.57% |
Date | Value |
---|---|
April 30, 2022 | 41.57% |
March 31, 2022 | 41.57% |
February 28, 2022 | 41.57% |
January 31, 2022 | 41.57% |
December 31, 2021 | 41.57% |
November 30, 2021 | 41.57% |
October 31, 2021 | 41.57% |
September 30, 2021 | 41.57% |
August 31, 2021 | 41.57% |
July 31, 2021 | 41.57% |
June 30, 2021 | 41.57% |
May 31, 2021 | 41.57% |
April 30, 2021 | 41.57% |
March 31, 2021 | 41.57% |
February 28, 2021 | 41.57% |
January 31, 2021 | 41.57% |
December 31, 2020 | 41.57% |
November 30, 2020 | 41.57% |
October 31, 2020 | 41.57% |
September 30, 2020 | 41.57% |
August 31, 2020 | 41.57% |
July 31, 2020 | 41.57% |
June 30, 2020 | 41.57% |
May 31, 2020 | 41.57% |
April 30, 2020 | 41.57% |
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
25.90%
Minimum
Jun 2019
41.57%
Maximum
Mar 2020
39.22%
Average
41.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AMC Entertainment Holdings Inc | 99.55% |
Live Nation Entertainment Inc | 61.22% |
LiveOne Inc | 99.36% |
Atlanta Braves Holdings Inc | 54.17% |
Reservoir Media Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.45 |
Beta (5Y) | 0.9212 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.23% |
Historical Sharpe Ratio (5Y) | -0.1356 |
Historical Sortino (5Y) | -0.1838 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.68% |