Madison Square Garden Sports Corp (MSGS)

221.19 +0.88 (+0.40%) USD  |  NYSE  |  Dec 24, 16:00
More

Madison Square Garden Sports Max Drawdown (5Y): 41.57% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for MSGS.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Live Nation Entertainment Inc 61.22%
LiveOne Inc 99.36%
AMC Entertainment Holdings Inc 99.10%
Atlanta Braves Holdings Inc --
Reservoir Media Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.00
Beta (5Y) 0.9189
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.86%
Historical Sharpe Ratio (5Y) 0.0459
Historical Sortino (5Y) 0.0613
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.33%