Sinclair Inc (SBGI)

16.09 -0.04 (-0.25%) USD  |  NASDAQ  |  Dec 20, 16:00
16.10 +0.01 (+0.06%) After-Hours: 20:00
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Sinclair Max Drawdown (5Y): 81.30% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Median

Max Drawdown (5Y) Benchmarks

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Nexstar Media Group Inc 64.56%
Tegna Inc 45.66%
The E W Scripps Co 92.89%
Gray Television Inc 76.42%
CuriosityStream Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -30.98
Beta (5Y) 1.551
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 56.65%
Historical Sharpe Ratio (5Y) -0.1811
Historical Sortino (5Y) -0.3304
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.03%