Sirius XM Holdings Inc (SIRI)

23.08 +2.50 (+12.17%) USD  |  NASDAQ  |  Dec 20, 16:00
23.16 +0.08 (+0.32%) After-Hours: 20:00
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Sirius XM Holdings Max Drawdown (5Y): 70.01% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Max Drawdown (5Y) Benchmarks

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Cable One Inc 85.47%
Roku Inc 91.91%
Allied Gaming & Entertainment Inc 93.80%
Verizon Communications Inc 41.16%
Paramount Global 89.52%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -31.40
Beta (5Y) 1.033
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.81%
Historical Sharpe Ratio (5Y) -0.4114
Historical Sortino (5Y) -0.6604
Monthly Value at Risk (VaR) 5% (5Y Lookback) 20.99%