Ballys Corp (BALY)
17.76
-0.06
(-0.34%)
USD |
NYSE |
Nov 21, 16:00
17.76
0.00 (0.00%)
After-Hours: 20:00
Ballys 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
| Boyd Gaming Corp | 80.00% |
| Red Rock Resorts Inc | 89.35% |
| Full House Resorts Inc | 86.97% |
| Golden Entertainment Inc | 88.99% |
| DraftKings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.09 |
| Beta (5Y) | 2.076 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.89% |
| Historical Sharpe Ratio (5Y) | -0.1311 |
| Historical Sortino (5Y) | -0.2295 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.14% |