Canterbury Park Holding Corp (CPHC)

20.90 -0.05 (-0.24%) USD  |  NASDAQ  |  Dec 20, 16:00
20.51 -0.39 (-1.87%) After-Hours: 20:00
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Canterbury Park Max Drawdown (5Y): 55.89% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Max Drawdown (5Y) Benchmarks

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Churchill Downs Inc 62.86%
TOCCA Life Holdings Inc 99.97%
Madison Square Garden Entertainment Corp --
Century Casinos Inc 89.45%
High Roller Technologies Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 13.26
Beta (5Y) -0.2631
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.12%
Historical Sharpe Ratio (5Y) 0.2699
Historical Sortino (5Y) 0.4115
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.59%