Churchill Downs, Inc. (CHDN)
90.71
-3.00
(-3.20%)
USD |
NASDAQ |
Aug 24, 16:00
90.70
0.00 (0.00%)
After-Hours: 20:00
Churchill Downs Max Drawdown (5Y) : 44.34% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 44.34% |
| June 30, 2026 | 43.72% |
| May 31, 2026 | 43.72% |
| April 30, 2026 | 43.34% |
| March 31, 2026 | 43.34% |
| February 28, 2026 | 41.45% |
| January 31, 2026 | 41.45% |
| December 31, 2025 | 41.45% |
| November 30, 2025 | 41.45% |
| October 31, 2025 | 41.45% |
| September 30, 2025 | 40.61% |
| August 31, 2025 | 40.61% |
| July 31, 2025 | 40.61% |
| June 30, 2025 | 40.61% |
| May 31, 2025 | 40.61% |
| April 30, 2025 | 42.70% |
| March 31, 2025 | 51.06% |
| February 28, 2025 | 62.86% |
| January 31, 2025 | 62.86% |
| December 31, 2024 | 62.86% |
| November 30, 2024 | 62.86% |
| October 31, 2024 | 62.86% |
| September 30, 2024 | 62.86% |
| August 31, 2024 | 62.86% |
| July 31, 2024 | 62.86% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 62.86% |
| August 31, 2022 | 62.86% |
| July 31, 2022 | 62.86% |
| June 30, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| PENN Entertainment, Inc. | 91.38% |
| Wynn Resorts Ltd. | 72.65% |
| Rush Street Interactive, Inc. | 88.92% |
| Light & Wonder, Inc. | 53.82% |
| Galaxy Gaming, Inc. | 76.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.55 |
| Beta (5Y) | 0.6832 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.91% |
| Historical Sharpe Ratio (5Y) | -0.1885 |
| Historical Sortino (5Y) | -0.3945 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.05% |