Melco Resorts and Entertainment Ltd (MLCO)
7.145
+0.56
(+8.42%)
USD |
NASDAQ |
May 02, 16:00
7.145
0.00 (0.00%)
After-Hours: 16:52
Melco Resorts and Entertainment Max Drawdown (5Y): 85.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 85.53% |
| March 31, 2024 | 85.53% |
| February 29, 2024 | 85.53% |
| January 31, 2024 | 85.53% |
| December 31, 2023 | 85.53% |
| November 30, 2023 | 85.53% |
| October 31, 2023 | 85.53% |
| September 30, 2023 | 85.53% |
| August 31, 2023 | 85.53% |
| July 31, 2023 | 85.53% |
| June 30, 2023 | 85.53% |
| May 31, 2023 | 85.53% |
| April 30, 2023 | 85.53% |
| March 31, 2023 | 85.53% |
| February 28, 2023 | 85.53% |
| January 31, 2023 | 85.53% |
| December 31, 2022 | 85.53% |
| November 30, 2022 | 85.53% |
| October 31, 2022 | 85.53% |
| September 30, 2022 | 85.53% |
| August 31, 2022 | 85.53% |
| July 31, 2022 | 85.53% |
| June 30, 2022 | 85.53% |
| May 31, 2022 | 85.53% |
| April 30, 2022 | 81.52% |
| Date | Value |
|---|---|
| March 31, 2022 | 80.33% |
| February 28, 2022 | 70.89% |
| January 31, 2022 | 70.89% |
| December 31, 2021 | 70.89% |
| November 30, 2021 | 68.47% |
| October 31, 2021 | 68.02% |
| September 30, 2021 | 68.02% |
| August 31, 2021 | 64.98% |
| July 31, 2021 | 64.46% |
| June 30, 2021 | 67.03% |
| May 31, 2021 | 69.34% |
| April 30, 2021 | 71.77% |
| March 31, 2021 | 71.77% |
| February 28, 2021 | 71.77% |
| January 31, 2021 | 71.77% |
| December 31, 2020 | 71.77% |
| November 30, 2020 | 72.07% |
| October 31, 2020 | 72.07% |
| September 30, 2020 | 72.07% |
| August 31, 2020 | 72.07% |
| July 31, 2020 | 72.07% |
| June 30, 2020 | 72.07% |
| May 31, 2020 | 72.07% |
| April 30, 2020 | 72.07% |
| March 31, 2020 | 72.07% |
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
64.46%
Minimum
Jul 2021
85.53%
Maximum
May 2022
77.09%
Average
72.07%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Studio City International Holdings Ltd | 93.96% |
| SJM Holdings Ltd | 79.54% |
| Las Vegas Sands Corp | 58.81% |
| MGM Resorts International | 80.40% |
| Wynn Resorts Ltd | 77.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.43 |
| Beta (5Y) | 1.103 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.63% |
| Historical Sharpe Ratio (5Y) | -0.4287 |
| Historical Sortino (5Y) | -0.8908 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.26% |