Churchill Downs Inc (CHDN)
137.26
-1.22
(-0.88%)
USD |
NASDAQ |
Nov 04, 16:00
138.00
+0.74
(+0.54%)
After-Hours: 06:29
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
| DraftKings Inc | 85.73% |
| Canterbury Park Holding Corp | 55.89% |
| Accel Entertainment Inc | 57.83% |
| TOCCA Life Holdings Inc | 99.74% |
| Madison Square Garden Entertainment Corp | -- |
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% |