Sinclair Inc (SBGI)
17.17
+0.67
(+4.06%)
USD |
NASDAQ |
Nov 21, 16:00
17.18
0.00 (0.00%)
After-Hours: 20:00
Sinclair Max Drawdown (5Y): 81.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.30% |
| September 30, 2024 | 81.30% |
| August 31, 2024 | 81.30% |
| July 31, 2024 | 81.30% |
| June 30, 2024 | 81.30% |
| May 31, 2024 | 81.30% |
| April 30, 2024 | 81.30% |
| March 31, 2024 | 81.30% |
| February 29, 2024 | 81.30% |
| January 31, 2024 | 81.30% |
| December 31, 2023 | 81.30% |
| November 30, 2023 | 81.30% |
| October 31, 2023 | 81.30% |
| September 30, 2023 | 80.37% |
| August 31, 2023 | 79.72% |
| July 31, 2023 | 79.72% |
| June 30, 2023 | 79.72% |
| May 31, 2023 | 79.72% |
| April 30, 2023 | 79.72% |
| March 31, 2023 | 79.72% |
| February 28, 2023 | 79.72% |
| January 31, 2023 | 79.72% |
| December 31, 2022 | 79.72% |
| November 30, 2022 | 79.72% |
| October 31, 2022 | 79.72% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.72% |
| August 31, 2022 | 79.72% |
| July 31, 2022 | 79.72% |
| June 30, 2022 | 79.72% |
| May 31, 2022 | 79.72% |
| April 30, 2022 | 79.72% |
| March 31, 2022 | 79.72% |
| February 28, 2022 | 79.72% |
| January 31, 2022 | 79.72% |
| December 31, 2021 | 79.72% |
| November 30, 2021 | 79.72% |
| October 31, 2021 | 79.72% |
| September 30, 2021 | 79.72% |
| August 31, 2021 | 79.72% |
| July 31, 2021 | 79.72% |
| June 30, 2021 | 79.72% |
| May 31, 2021 | 79.72% |
| April 30, 2021 | 79.72% |
| March 31, 2021 | 79.72% |
| February 28, 2021 | 79.72% |
| January 31, 2021 | 79.72% |
| December 31, 2020 | 79.72% |
| November 30, 2020 | 79.72% |
| October 31, 2020 | 79.72% |
| September 30, 2020 | 79.72% |
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
43.29%
Minimum
Nov 2019
81.30%
Maximum
Oct 2023
78.19%
Average
79.72%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| The E W Scripps Co | 92.89% |
| Gray Television Inc | 72.48% |
| Tegna Inc | 45.66% |
| Nexstar Media Group Inc | 64.56% |
| CuriosityStream Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.38 |
| Beta (5Y) | 1.531 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.64% |
| Historical Sharpe Ratio (5Y) | -0.2403 |
| Historical Sortino (5Y) | -0.4385 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.03% |