Sinclair Inc (SBGI)
13.21
-0.09
(-0.68%)
USD |
NASDAQ |
May 03, 16:00
13.25
+0.04
(+0.30%)
After-Hours: 20:00
Sinclair Max Drawdown (5Y): 81.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 79.72% |
July 31, 2020 | 79.72% |
June 30, 2020 | 79.72% |
May 31, 2020 | 79.72% |
April 30, 2020 | 79.72% |
March 31, 2020 | 78.98% |
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
39.09%
Minimum
May 2019
81.30%
Maximum
Oct 2023
73.96%
Average
79.72%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
The Walt Disney Co | 60.72% |
Nexstar Media Group Inc | 64.56% |
Fox Corp | 50.55% |
Mega Matrix Corp | 95.39% |
Paramount Global | 88.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -37.25 |
Beta (5Y) | 1.382 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.34% |
Historical Sharpe Ratio (5Y) | -0.3948 |
Historical Sortino (5Y) | -0.7188 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.33% |