Sirius XM Holdings Inc (SIRI)
3.12
+0.07
(+2.30%)
USD |
NASDAQ |
May 03, 16:00
3.125
0.00 (0.00%)
After-Hours: 20:00
Sirius XM Holdings Max Drawdown (5Y): 61.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 61.75% |
| March 31, 2024 | 50.07% |
| February 29, 2024 | 50.07% |
| January 31, 2024 | 50.07% |
| December 31, 2023 | 50.07% |
| November 30, 2023 | 50.07% |
| October 31, 2023 | 50.07% |
| September 30, 2023 | 50.07% |
| August 31, 2023 | 49.80% |
| July 31, 2023 | 49.80% |
| June 30, 2023 | 49.80% |
| May 31, 2023 | 49.80% |
| April 30, 2023 | 49.80% |
| March 31, 2023 | 49.80% |
| February 28, 2023 | 41.10% |
| January 31, 2023 | 41.10% |
| December 31, 2022 | 41.10% |
| November 30, 2022 | 41.10% |
| October 31, 2022 | 41.10% |
| September 30, 2022 | 41.10% |
| August 31, 2022 | 41.10% |
| July 31, 2022 | 41.10% |
| June 30, 2022 | 41.10% |
| May 31, 2022 | 41.10% |
| April 30, 2022 | 41.10% |
| Date | Value |
|---|---|
| March 31, 2022 | 41.10% |
| February 28, 2022 | 41.10% |
| January 31, 2022 | 41.10% |
| December 31, 2021 | 41.10% |
| November 30, 2021 | 41.10% |
| October 31, 2021 | 41.10% |
| September 30, 2021 | 41.10% |
| August 31, 2021 | 41.10% |
| July 31, 2021 | 41.10% |
| June 30, 2021 | 41.10% |
| May 31, 2021 | 41.10% |
| April 30, 2021 | 41.10% |
| March 31, 2021 | 41.10% |
| February 28, 2021 | 41.10% |
| January 31, 2021 | 41.10% |
| December 31, 2020 | 41.10% |
| November 30, 2020 | 41.10% |
| October 31, 2020 | 41.10% |
| September 30, 2020 | 41.10% |
| August 31, 2020 | 41.10% |
| July 31, 2020 | 41.10% |
| June 30, 2020 | 41.10% |
| May 31, 2020 | 41.10% |
| April 30, 2020 | 41.10% |
| March 31, 2020 | 41.10% |
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
29.96%
Minimum
May 2019
61.75%
Maximum
Apr 2024
41.58%
Average
41.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Liberty Formula One Group | 60.76% |
| Liberty SiriusXM Group | 60.24% |
| Atlanta Braves Holdings Inc | 54.17% |
| Roku Inc | 91.91% |
| Allied Gaming & Entertainment Inc | 92.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.13 |
| Beta (5Y) | 1.096 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.23% |
| Historical Sharpe Ratio (5Y) | -0.347 |
| Historical Sortino (5Y) | -0.4956 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.75% |