Studio City International Holdings Ltd (MSC)
7.115
+0.12
(+1.64%)
USD |
NYSE |
Apr 26, 16:00
7.18
+0.06
(+0.91%)
Pre-Market: 20:00
Studio City International Holdings Max Drawdown (5Y): 93.96% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 93.96% |
| February 29, 2024 | 93.96% |
| January 31, 2024 | 93.96% |
| December 31, 2023 | 93.96% |
| November 30, 2023 | 93.96% |
| October 31, 2023 | 93.96% |
| September 30, 2023 | 93.96% |
| August 31, 2023 | 93.96% |
| July 31, 2023 | 93.96% |
| June 30, 2023 | 93.96% |
| May 31, 2023 | 93.96% |
| April 30, 2023 | 93.96% |
| March 31, 2023 | 93.96% |
| February 28, 2023 | 93.96% |
| January 31, 2023 | 93.96% |
| December 31, 2022 | 93.96% |
| November 30, 2022 | 93.96% |
| October 31, 2022 | 93.96% |
| September 30, 2022 | 93.96% |
| August 31, 2022 | 93.45% |
| July 31, 2022 | 92.50% |
| June 30, 2022 | 92.50% |
| May 31, 2022 | 91.99% |
| April 30, 2022 | 85.05% |
| March 31, 2022 | 81.59% |
| Date | Value |
|---|---|
| February 28, 2022 | 81.59% |
| January 31, 2022 | 79.43% |
| December 31, 2021 | 79.43% |
| November 30, 2021 | 75.24% |
| October 31, 2021 | 69.78% |
| September 30, 2021 | 69.78% |
| August 31, 2021 | 63.93% |
| July 31, 2021 | 63.93% |
| June 30, 2021 | 56.64% |
| May 31, 2021 | 56.64% |
| April 30, 2021 | 55.26% |
| March 31, 2021 | 53.41% |
| February 28, 2021 | 53.41% |
| January 31, 2021 | 53.41% |
| December 31, 2020 | 53.41% |
| November 30, 2020 | 48.98% |
| October 31, 2020 | 48.98% |
| September 30, 2020 | 48.98% |
| August 31, 2020 | 48.98% |
| July 31, 2020 | 48.98% |
| June 30, 2020 | 48.98% |
| May 31, 2020 | 48.98% |
| April 30, 2020 | 48.98% |
| March 31, 2020 | 48.98% |
| February 29, 2020 | 48.98% |
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
48.98%
Minimum
Apr 2019
93.96%
Maximum
Sep 2022
71.12%
Average
69.78%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Melco Resorts and Entertainment Ltd | 85.53% |
| SJM Holdings Ltd | 79.54% |
| SunCar Technology Group Inc | -- |
| Las Vegas Sands Corp | 58.81% |
| Wynn Resorts Ltd | 77.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.44 |
| Beta (5Y) | -0.4435 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.11% |
| Historical Sharpe Ratio (5Y) | -0.2024 |
| Historical Sortino (5Y) | -0.4847 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.53% |