Churchill Downs Inc (CHDN)
142.38
+2.41
(+1.72%)
USD |
NASDAQ |
Nov 21, 16:00
142.46
+0.08
(+0.05%)
After-Hours: 20:00
Churchill Downs Max Drawdown (5Y): 62.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 62.86% |
September 30, 2024 | 62.86% |
August 31, 2024 | 62.86% |
July 31, 2024 | 62.86% |
June 30, 2024 | 62.86% |
May 31, 2024 | 62.86% |
April 30, 2024 | 62.86% |
March 31, 2024 | 62.86% |
February 29, 2024 | 62.86% |
January 31, 2024 | 62.86% |
December 31, 2023 | 62.86% |
November 30, 2023 | 62.86% |
October 31, 2023 | 62.86% |
September 30, 2023 | 62.86% |
August 31, 2023 | 62.86% |
July 31, 2023 | 62.86% |
June 30, 2023 | 62.86% |
May 31, 2023 | 62.86% |
April 30, 2023 | 62.86% |
March 31, 2023 | 62.86% |
February 28, 2023 | 62.86% |
January 31, 2023 | 62.86% |
December 31, 2022 | 62.86% |
November 30, 2022 | 62.86% |
October 31, 2022 | 62.86% |
Date | Value |
---|---|
September 30, 2022 | 62.86% |
August 31, 2022 | 62.86% |
July 31, 2022 | 62.86% |
June 30, 2022 | 62.86% |
May 31, 2022 | 62.86% |
April 30, 2022 | 62.86% |
March 31, 2022 | 62.86% |
February 28, 2022 | 62.86% |
January 31, 2022 | 62.86% |
December 31, 2021 | 62.86% |
November 30, 2021 | 62.86% |
October 31, 2021 | 62.86% |
September 30, 2021 | 62.86% |
August 31, 2021 | 62.86% |
July 31, 2021 | 62.86% |
June 30, 2021 | 62.86% |
May 31, 2021 | 62.86% |
April 30, 2021 | 62.86% |
March 31, 2021 | 62.86% |
February 28, 2021 | 62.86% |
January 31, 2021 | 62.86% |
December 31, 2020 | 62.86% |
November 30, 2020 | 62.86% |
October 31, 2020 | 62.86% |
September 30, 2020 | 62.86% |
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
27.25%
Minimum
Nov 2019
62.86%
Maximum
Mar 2020
60.48%
Average
62.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Canterbury Park Holding Corp | 55.89% |
DraftKings Inc | -- |
TOCCA Life Holdings Inc | 99.74% |
Madison Square Garden Entertainment Corp | -- |
Boyd Gaming Corp | 80.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.249 |
Beta (5Y) | 0.9602 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.96% |
Historical Sharpe Ratio (5Y) | 0.3665 |
Historical Sortino (5Y) | 0.5364 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.00% |