Sirius XM Holdings Inc (SIRI)
25.77
+0.56
(+2.22%)
USD |
NASDAQ |
Nov 21, 16:00
25.70
-0.07
(-0.27%)
After-Hours: 04:11
Sirius XM Holdings Max Drawdown (5Y): 70.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.01% |
| September 30, 2024 | 69.20% |
| August 31, 2024 | 66.80% |
| July 31, 2024 | 66.80% |
| June 30, 2024 | 66.80% |
| May 31, 2024 | 64.17% |
| April 30, 2024 | 61.75% |
| March 31, 2024 | 50.76% |
| February 29, 2024 | 50.76% |
| January 31, 2024 | 50.76% |
| December 31, 2023 | 50.76% |
| November 30, 2023 | 50.76% |
| October 31, 2023 | 50.76% |
| September 30, 2023 | 50.76% |
| August 31, 2023 | 50.76% |
| July 31, 2023 | 50.76% |
| June 30, 2023 | 50.76% |
| May 31, 2023 | 50.76% |
| April 30, 2023 | 49.80% |
| March 31, 2023 | 49.80% |
| February 28, 2023 | 41.10% |
| January 31, 2023 | 41.10% |
| December 31, 2022 | 41.10% |
| November 30, 2022 | 41.10% |
| October 31, 2022 | 41.10% |
| Date | Value |
|---|---|
| September 30, 2022 | 41.10% |
| August 31, 2022 | 41.10% |
| July 31, 2022 | 41.10% |
| June 30, 2022 | 41.10% |
| May 31, 2022 | 41.10% |
| April 30, 2022 | 41.10% |
| March 31, 2022 | 41.10% |
| February 28, 2022 | 41.10% |
| January 31, 2022 | 41.10% |
| December 31, 2021 | 41.10% |
| November 30, 2021 | 41.10% |
| October 31, 2021 | 41.10% |
| September 30, 2021 | 41.10% |
| August 31, 2021 | 41.10% |
| July 31, 2021 | 41.10% |
| June 30, 2021 | 41.10% |
| May 31, 2021 | 41.10% |
| April 30, 2021 | 41.10% |
| March 31, 2021 | 41.10% |
| February 28, 2021 | 41.10% |
| January 31, 2021 | 41.10% |
| December 31, 2020 | 41.10% |
| November 30, 2020 | 41.10% |
| October 31, 2020 | 41.10% |
| September 30, 2020 | 41.10% |
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
30.49%
Minimum
Nov 2019
70.01%
Maximum
Oct 2024
45.42%
Average
41.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Liberty Formula One Group | -- |
| Liberty Live Group | -- |
| Cable One Inc | 85.47% |
| Paramount Global | 89.52% |
| Liberty SiriusXM Group (DELISTED) | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.69 |
| Beta (5Y) | 1.041 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.58% |
| Historical Sharpe Ratio (5Y) | -0.4051 |
| Historical Sortino (5Y) | -0.6441 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.99% |