Studio City International Holdings Ltd (MSC)

5.75 -0.30 (-4.96%) USD  |  NYSE  |  Dec 24, 13:00
5.75 0.00 (0.00%) After-Hours: 13:58
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Studio City International Holdings Max Drawdown (5Y): 93.96% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Melco Resorts and Entertainment Ltd 85.51%
SJM Holdings Ltd 82.27%
Natural Health Trends Corp 93.24%
NFT Ltd 99.91%
Oriental Culture Holding Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -16.31
Beta (5Y) -0.4177
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 87.00%
Historical Sharpe Ratio (5Y) -0.2516
Historical Sortino (5Y) -0.6297
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.33%