Madison Square Garden Sports Corp (MSGS)
229.83
+1.34
(+0.59%)
USD |
NYSE |
Nov 22, 16:00
229.81
-0.02
(-0.01%)
After-Hours: 20:00
Madison Square Garden Sports Max Drawdown (5Y): 41.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.57% |
| September 30, 2024 | 41.57% |
| August 31, 2024 | 41.57% |
| July 31, 2024 | 41.57% |
| June 30, 2024 | 41.57% |
| May 31, 2024 | 41.57% |
| April 30, 2024 | 41.57% |
| March 31, 2024 | 41.57% |
| February 29, 2024 | 41.57% |
| January 31, 2024 | 41.57% |
| December 31, 2023 | 41.57% |
| November 30, 2023 | 41.57% |
| October 31, 2023 | 41.57% |
| September 30, 2023 | 41.57% |
| August 31, 2023 | 41.57% |
| July 31, 2023 | 41.57% |
| June 30, 2023 | 41.57% |
| May 31, 2023 | 41.57% |
| April 30, 2023 | 41.57% |
| March 31, 2023 | 41.57% |
| February 28, 2023 | 41.57% |
| January 31, 2023 | 41.57% |
| December 31, 2022 | 41.57% |
| November 30, 2022 | 41.57% |
| October 31, 2022 | 41.57% |
| Date | Value |
|---|---|
| September 30, 2022 | 41.57% |
| August 31, 2022 | 41.57% |
| July 31, 2022 | 41.57% |
| June 30, 2022 | 41.57% |
| May 31, 2022 | 41.57% |
| April 30, 2022 | 41.57% |
| March 31, 2022 | 41.57% |
| February 28, 2022 | 41.57% |
| January 31, 2022 | 41.57% |
| December 31, 2021 | 41.57% |
| November 30, 2021 | 41.57% |
| October 31, 2021 | 41.57% |
| September 30, 2021 | 41.57% |
| August 31, 2021 | 41.57% |
| July 31, 2021 | 41.57% |
| June 30, 2021 | 41.57% |
| May 31, 2021 | 41.57% |
| April 30, 2021 | 41.57% |
| March 31, 2021 | 41.57% |
| February 28, 2021 | 41.57% |
| January 31, 2021 | 41.57% |
| December 31, 2020 | 41.57% |
| November 30, 2020 | 41.57% |
| October 31, 2020 | 41.57% |
| September 30, 2020 | 41.57% |
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
25.90%
Minimum
Nov 2019
41.57%
Maximum
Mar 2020
40.53%
Average
41.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | -10.19 |
| Beta (5Y) | 0.9274 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.89% |
| Historical Sharpe Ratio (5Y) | 0.064 |
| Historical Sortino (5Y) | 0.0855 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.33% |