Gray Television Inc (GTN)
4.37
+0.01
(+0.23%)
USD |
NYSE |
Nov 22, 16:00
4.37
0.00 (0.00%)
After-Hours: 20:00
Gray Television Max Drawdown (5Y): 81.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.63% |
| September 30, 2024 | 81.63% |
| August 31, 2024 | 81.63% |
| July 31, 2024 | 80.20% |
| June 30, 2024 | 79.03% |
| May 31, 2024 | 76.42% |
| April 30, 2024 | 76.37% |
| March 31, 2024 | 76.35% |
| February 29, 2024 | 76.14% |
| January 31, 2024 | 74.77% |
| December 31, 2023 | 74.77% |
| November 30, 2023 | 74.77% |
| October 31, 2023 | 74.77% |
| September 30, 2023 | 72.59% |
| August 31, 2023 | 72.59% |
| July 31, 2023 | 72.59% |
| June 30, 2023 | 72.59% |
| May 31, 2023 | 72.59% |
| April 30, 2023 | 69.52% |
| March 31, 2023 | 65.79% |
| February 28, 2023 | 64.10% |
| January 31, 2023 | 64.10% |
| December 31, 2022 | 64.10% |
| November 30, 2022 | 64.10% |
| October 31, 2022 | 64.10% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.10% |
| August 31, 2022 | 64.10% |
| July 31, 2022 | 64.10% |
| June 30, 2022 | 64.10% |
| May 31, 2022 | 64.10% |
| April 30, 2022 | 64.10% |
| March 31, 2022 | 64.10% |
| February 28, 2022 | 64.10% |
| January 31, 2022 | 64.10% |
| December 31, 2021 | 64.10% |
| November 30, 2021 | 64.10% |
| October 31, 2021 | 64.10% |
| September 30, 2021 | 64.10% |
| August 31, 2021 | 64.10% |
| July 31, 2021 | 64.10% |
| June 30, 2021 | 64.10% |
| May 31, 2021 | 64.10% |
| April 30, 2021 | 64.10% |
| March 31, 2021 | 64.10% |
| February 28, 2021 | 64.10% |
| January 31, 2021 | 64.10% |
| December 31, 2020 | 64.10% |
| November 30, 2020 | 64.10% |
| October 31, 2020 | 64.10% |
| September 30, 2020 | 64.10% |
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
58.82%
Minimum
Nov 2019
81.63%
Maximum
Aug 2024
67.49%
Average
64.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Nexstar Media Group Inc | 64.56% |
| The E W Scripps Co | 92.89% |
| Sinclair Inc | 81.30% |
| AMC Networks Inc | 90.56% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.49 |
| Beta (5Y) | 1.474 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.14% |
| Historical Sharpe Ratio (5Y) | -0.3733 |
| Historical Sortino (5Y) | -0.5207 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.36% |