Liberty SiriusXM Group (LSXMB)
25.15
-0.07
(-0.28%)
USD |
NASDAQ |
May 17, 16:00
Liberty SiriusXM Group Max Drawdown (5Y): 61.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.35% |
March 31, 2024 | 61.35% |
February 29, 2024 | 61.35% |
January 31, 2024 | 61.35% |
December 31, 2023 | 61.35% |
November 30, 2023 | 61.35% |
October 31, 2023 | 61.35% |
September 30, 2023 | 61.35% |
August 31, 2023 | 58.18% |
July 31, 2023 | 54.75% |
June 30, 2023 | 54.75% |
May 31, 2023 | 54.75% |
April 30, 2023 | 54.75% |
March 31, 2023 | 54.75% |
February 28, 2023 | 51.88% |
January 31, 2023 | 51.88% |
December 31, 2022 | 51.88% |
November 30, 2022 | 51.88% |
October 31, 2022 | 51.88% |
September 30, 2022 | 51.88% |
August 31, 2022 | 51.88% |
July 31, 2022 | 51.88% |
June 30, 2022 | 51.88% |
May 31, 2022 | 51.88% |
April 30, 2022 | 51.88% |
Date | Value |
---|---|
March 31, 2022 | 51.88% |
February 28, 2022 | 51.88% |
January 31, 2022 | 51.88% |
December 31, 2021 | 51.88% |
November 30, 2021 | 51.88% |
October 31, 2021 | 51.88% |
September 30, 2021 | 51.88% |
August 31, 2021 | 51.88% |
July 31, 2021 | 51.88% |
June 30, 2021 | 51.88% |
May 31, 2021 | 51.88% |
April 30, 2021 | 51.88% |
March 31, 2021 | 51.88% |
February 28, 2021 | 51.88% |
January 31, 2021 | 51.88% |
December 31, 2020 | 51.88% |
November 30, 2020 | 51.88% |
October 31, 2020 | 51.88% |
September 30, 2020 | 51.88% |
August 31, 2020 | 51.88% |
July 31, 2020 | 51.88% |
June 30, 2020 | 51.88% |
May 31, 2020 | 51.88% |
April 30, 2020 | 51.88% |
March 31, 2020 | 51.88% |
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
27.99%
Minimum
May 2019
61.35%
Maximum
Sep 2023
49.58%
Average
51.88%
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% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.67 |
Beta (5Y) | 1.069 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.89% |
Historical Sharpe Ratio (5Y) | -0.2916 |
Historical Sortino (5Y) | -0.3417 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.19% |