Wynn Macau Ltd (WYNMF)
0.93
+0.01
(+0.82%)
USD |
OTCM |
May 01, 11:43
Wynn Macau Max Drawdown (5Y): 88.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 88.69% |
| March 31, 2024 | 88.69% |
| February 29, 2024 | 88.69% |
| January 31, 2024 | 88.69% |
| December 31, 2023 | 88.69% |
| November 30, 2023 | 88.69% |
| October 31, 2023 | 88.69% |
| September 30, 2023 | 88.69% |
| August 31, 2023 | 88.69% |
| July 31, 2023 | 88.69% |
| June 30, 2023 | 88.69% |
| May 31, 2023 | 88.69% |
| April 30, 2023 | 88.69% |
| March 31, 2023 | 88.69% |
| February 28, 2023 | 88.69% |
| January 31, 2023 | 88.69% |
| December 31, 2022 | 88.69% |
| November 30, 2022 | 88.69% |
| October 31, 2022 | 88.69% |
| September 30, 2022 | 85.13% |
| August 31, 2022 | 85.13% |
| July 31, 2022 | 85.13% |
| June 30, 2022 | 85.13% |
| May 31, 2022 | 85.13% |
| April 30, 2022 | 83.99% |
| Date | Value |
|---|---|
| March 31, 2022 | 83.99% |
| February 28, 2022 | 80.21% |
| January 31, 2022 | 80.21% |
| December 31, 2021 | 80.21% |
| November 30, 2021 | 78.55% |
| October 31, 2021 | 78.55% |
| September 30, 2021 | 78.55% |
| August 31, 2021 | 72.14% |
| July 31, 2021 | 66.64% |
| June 30, 2021 | 66.64% |
| May 31, 2021 | 66.88% |
| April 30, 2021 | 66.88% |
| March 31, 2021 | 66.88% |
| February 28, 2021 | 67.68% |
| January 31, 2021 | 67.68% |
| December 31, 2020 | 73.07% |
| November 30, 2020 | 79.38% |
| October 31, 2020 | 80.06% |
| September 30, 2020 | 80.06% |
| August 31, 2020 | 80.06% |
| July 31, 2020 | 80.06% |
| June 30, 2020 | 80.06% |
| May 31, 2020 | 80.06% |
| April 30, 2020 | 80.06% |
| March 31, 2020 | 80.06% |
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
66.64%
Minimum
Jun 2021
88.69%
Maximum
Oct 2022
81.50%
Average
80.06%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Sands China Ltd | 70.27% |
| MGM China Holdings Ltd | 87.85% |
| Melco Resorts and Entertainment Ltd | 85.53% |
| Wynn Resorts Ltd | 77.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.26 |
| Beta (5Y) | 0.5428 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.30% |
| Historical Sharpe Ratio (5Y) | -0.3351 |
| Historical Sortino (5Y) | -0.7585 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.06% |