Six Flags Entertainment Corp (SIX)
23.82
+0.29
(+1.23%)
USD |
NYSE |
May 02, 10:07
Six Flags Entertainment Max Drawdown (5Y): 84.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.27% |
March 31, 2024 | 84.27% |
February 29, 2024 | 84.27% |
January 31, 2024 | 84.27% |
December 31, 2023 | 84.27% |
November 30, 2023 | 84.27% |
October 31, 2023 | 84.27% |
September 30, 2023 | 84.27% |
August 31, 2023 | 84.27% |
July 31, 2023 | 84.27% |
June 30, 2023 | 84.27% |
May 31, 2023 | 84.27% |
April 30, 2023 | 84.27% |
March 31, 2023 | 84.27% |
February 28, 2023 | 84.27% |
January 31, 2023 | 84.27% |
December 31, 2022 | 84.27% |
November 30, 2022 | 84.27% |
October 31, 2022 | 84.27% |
September 30, 2022 | 84.27% |
August 31, 2022 | 84.27% |
July 31, 2022 | 84.27% |
June 30, 2022 | 84.27% |
May 31, 2022 | 84.27% |
April 30, 2022 | 84.27% |
Date | Value |
---|---|
March 31, 2022 | 84.27% |
February 28, 2022 | 84.27% |
January 31, 2022 | 84.27% |
December 31, 2021 | 84.27% |
November 30, 2021 | 84.27% |
October 31, 2021 | 84.27% |
September 30, 2021 | 84.27% |
August 31, 2021 | 84.27% |
July 31, 2021 | 84.27% |
June 30, 2021 | 84.27% |
May 31, 2021 | 84.27% |
April 30, 2021 | 84.27% |
March 31, 2021 | 84.27% |
February 28, 2021 | 84.27% |
January 31, 2021 | 84.27% |
December 31, 2020 | 84.27% |
November 30, 2020 | 84.27% |
October 31, 2020 | 84.27% |
September 30, 2020 | 84.27% |
August 31, 2020 | 84.27% |
July 31, 2020 | 84.27% |
June 30, 2020 | 84.27% |
May 31, 2020 | 84.27% |
April 30, 2020 | 84.27% |
March 31, 2020 | 84.27% |
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
33.13%
Minimum
May 2019
84.27%
Maximum
Mar 2020
76.72%
Average
84.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cedar Fair LP | 77.72% |
Life Time Group Holdings Inc | -- |
United Parks & Resorts Inc | 79.77% |
Parks! America Inc | 72.04% |
Churchill Downs Inc | 62.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -40.53 |
Beta (5Y) | 2.200 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.23% |
Historical Sharpe Ratio (5Y) | -0.2749 |
Historical Sortino (5Y) | -0.4043 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.31% |