Liberty SiriusXM Group (LSXMA)
24.62
+0.56
(+2.33%)
USD |
NASDAQ |
May 01, 16:00
24.76
+0.14
(+0.57%)
After-Hours: 20:00
Liberty SiriusXM Group Max Drawdown (5Y): 60.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.24% |
| March 31, 2024 | 60.24% |
| February 29, 2024 | 60.24% |
| January 31, 2024 | 60.24% |
| December 31, 2023 | 60.24% |
| November 30, 2023 | 60.24% |
| October 31, 2023 | 60.24% |
| September 30, 2023 | 60.24% |
| August 31, 2023 | 59.16% |
| July 31, 2023 | 54.42% |
| June 30, 2023 | 54.42% |
| May 31, 2023 | 54.42% |
| April 30, 2023 | 54.42% |
| March 31, 2023 | 54.42% |
| February 28, 2023 | 54.23% |
| January 31, 2023 | 54.23% |
| December 31, 2022 | 54.23% |
| November 30, 2022 | 54.23% |
| October 31, 2022 | 54.23% |
| September 30, 2022 | 54.23% |
| August 31, 2022 | 54.23% |
| July 31, 2022 | 54.23% |
| June 30, 2022 | 54.23% |
| May 31, 2022 | 54.23% |
| April 30, 2022 | 54.23% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.23% |
| February 28, 2022 | 54.23% |
| January 31, 2022 | 54.23% |
| December 31, 2021 | 54.23% |
| November 30, 2021 | 54.23% |
| October 31, 2021 | 54.23% |
| September 30, 2021 | 54.23% |
| August 31, 2021 | 54.23% |
| July 31, 2021 | 54.23% |
| June 30, 2021 | 54.23% |
| May 31, 2021 | 54.23% |
| April 30, 2021 | 54.23% |
| March 31, 2021 | 54.23% |
| February 28, 2021 | 54.23% |
| January 31, 2021 | 54.23% |
| December 31, 2020 | 54.23% |
| November 30, 2020 | 54.23% |
| October 31, 2020 | 54.23% |
| September 30, 2020 | 54.23% |
| August 31, 2020 | 54.23% |
| July 31, 2020 | 54.23% |
| June 30, 2020 | 54.23% |
| May 31, 2020 | 54.23% |
| April 30, 2020 | 54.23% |
| March 31, 2020 | 54.23% |
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
26.93%
Minimum
May 2019
60.24%
Maximum
Sep 2023
50.58%
Average
54.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Sirius XM Holdings Inc | 61.75% |
| Liberty Formula One Group | 60.76% |
| Beasley Broadcast Group Inc | 93.04% |
| Urban One Inc | 94.57% |
| Saga Communications Inc | 62.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.82 |
| Beta (5Y) | 1.187 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.60% |
| Historical Sharpe Ratio (5Y) | -0.3258 |
| Historical Sortino (5Y) | -0.3711 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.36% |