Caesars Entertainment Inc (CZR)
35.33
+0.19
(+0.54%)
USD |
NASDAQ |
May 03, 16:00
35.40
+0.07
(+0.20%)
After-Hours: 20:00
Caesars Entertainment Max Drawdown (5Y): 89.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 89.78% |
March 31, 2024 | 89.78% |
February 29, 2024 | 89.78% |
January 31, 2024 | 89.78% |
December 31, 2023 | 89.78% |
November 30, 2023 | 89.78% |
October 31, 2023 | 89.78% |
September 30, 2023 | 89.78% |
August 31, 2023 | 89.78% |
July 31, 2023 | 89.78% |
June 30, 2023 | 89.78% |
May 31, 2023 | 89.78% |
April 30, 2023 | 89.78% |
March 31, 2023 | 89.78% |
February 28, 2023 | 89.78% |
January 31, 2023 | 89.78% |
December 31, 2022 | 89.78% |
November 30, 2022 | 89.78% |
October 31, 2022 | 89.78% |
September 30, 2022 | 89.78% |
August 31, 2022 | 89.78% |
July 31, 2022 | 89.78% |
June 30, 2022 | 89.78% |
May 31, 2022 | 89.78% |
April 30, 2022 | 89.78% |
Date | Value |
---|---|
March 31, 2022 | 89.78% |
February 28, 2022 | 89.78% |
January 31, 2022 | 89.78% |
December 31, 2021 | 89.78% |
November 30, 2021 | 89.78% |
October 31, 2021 | 89.78% |
September 30, 2021 | 89.78% |
August 31, 2021 | 89.78% |
July 31, 2021 | 89.78% |
June 30, 2021 | 89.78% |
May 31, 2021 | 89.78% |
April 30, 2021 | 89.78% |
March 31, 2021 | 89.78% |
February 28, 2021 | 89.78% |
January 31, 2021 | 89.78% |
December 31, 2020 | 89.78% |
November 30, 2020 | 89.78% |
October 31, 2020 | 89.78% |
September 30, 2020 | 89.78% |
August 31, 2020 | 89.78% |
July 31, 2020 | 89.78% |
June 30, 2020 | 89.78% |
May 31, 2020 | 89.78% |
April 30, 2020 | 89.78% |
March 31, 2020 | 89.78% |
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
35.08%
Minimum
May 2019
89.78%
Maximum
Mar 2020
80.66%
Average
89.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
MGM Resorts International | 80.40% |
PENN Entertainment Inc | 88.19% |
Wynn Resorts Ltd | 77.38% |
Las Vegas Sands Corp | 58.81% |
Monarch Casino & Resort Inc | 75.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.83 |
Beta (5Y) | 2.833 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.50% |
Historical Sharpe Ratio (5Y) | -0.1053 |
Historical Sortino (5Y) | -0.1702 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.24% |