PlayAGS Inc (AGS)
11.65
-0.01
(-0.09%)
USD |
NYSE |
Nov 21, 16:00
11.66
+0.01
(+0.09%)
After-Hours: 20:00
PlayAGS Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Century Casinos Inc | 89.45% |
| Light & Wonder Inc | 93.41% |
| Inspired Entertainment Inc | 86.03% |
| DraftKings Inc | -- |
| High Roller Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.55 |
| Beta (5Y) | 2.350 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.64% |
| Historical Sharpe Ratio (5Y) | -0.0264 |
| Historical Sortino (5Y) | -0.0432 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.52% |