Churchill Downs Inc (CHDN)

132.23 -0.52 (-0.39%) USD  |  NASDAQ  |  Dec 20, 16:00
132.24 +0.01 (+0.01%) After-Hours: 20:00
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Churchill Downs Max Drawdown (5Y): 62.86% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Canterbury Park Holding Corp 55.89%
DraftKings Inc 85.73%
TOCCA Life Holdings Inc 99.97%
Madison Square Garden Entertainment Corp --
Boyd Gaming Corp 80.00%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.205
Beta (5Y) 0.9526
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.94%
Historical Sharpe Ratio (5Y) 0.3738
Historical Sortino (5Y) 0.5478
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.00%