Saga Communications Inc (SGA)
23.06
-0.35
(-1.50%)
USD |
NASDAQ |
Apr 29, 16:00
Saga Communications Max Drawdown (5Y): 62.78% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 62.78% |
| February 29, 2024 | 62.78% |
| January 31, 2024 | 62.78% |
| December 31, 2023 | 62.78% |
| November 30, 2023 | 62.78% |
| October 31, 2023 | 62.78% |
| September 30, 2023 | 62.78% |
| August 31, 2023 | 62.78% |
| July 31, 2023 | 62.78% |
| June 30, 2023 | 62.78% |
| May 31, 2023 | 62.78% |
| April 30, 2023 | 62.78% |
| March 31, 2023 | 62.78% |
| February 28, 2023 | 62.78% |
| January 31, 2023 | 62.78% |
| December 31, 2022 | 62.78% |
| November 30, 2022 | 62.78% |
| October 31, 2022 | 62.78% |
| September 30, 2022 | 62.78% |
| August 31, 2022 | 62.78% |
| July 31, 2022 | 62.78% |
| June 30, 2022 | 62.78% |
| May 31, 2022 | 62.78% |
| April 30, 2022 | 62.78% |
| March 31, 2022 | 62.78% |
| Date | Value |
|---|---|
| February 28, 2022 | 62.78% |
| January 31, 2022 | 62.78% |
| December 31, 2021 | 62.78% |
| November 30, 2021 | 62.78% |
| October 31, 2021 | 62.78% |
| September 30, 2021 | 62.78% |
| August 31, 2021 | 62.78% |
| July 31, 2021 | 62.78% |
| June 30, 2021 | 62.78% |
| May 31, 2021 | 62.78% |
| April 30, 2021 | 62.78% |
| March 31, 2021 | 62.78% |
| February 28, 2021 | 62.78% |
| January 31, 2021 | 62.78% |
| December 31, 2020 | 62.78% |
| November 30, 2020 | 62.78% |
| October 31, 2020 | 62.69% |
| September 30, 2020 | 56.64% |
| August 31, 2020 | 51.65% |
| July 31, 2020 | 50.13% |
| June 30, 2020 | 49.27% |
| May 31, 2020 | 49.27% |
| April 30, 2020 | 49.27% |
| March 31, 2020 | 49.27% |
| February 29, 2020 | 40.49% |
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
37.99%
Minimum
Apr 2019
62.78%
Maximum
Nov 2020
57.22%
Average
62.78%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Beasley Broadcast Group Inc | 93.04% |
| Urban One Inc | 94.52% |
| Liberty SiriusXM Group | 60.24% |
| Cumulus Media Inc | 87.42% |
| iHeartMedia Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.662 |
| Beta (5Y) | 0.406 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.39% |
| Historical Sharpe Ratio (5Y) | -0.048 |
| Historical Sortino (5Y) | -0.0897 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.89% |