Six Flags Entertainment Corp (FUN)
45.43
+0.13
(+0.29%)
USD |
NYSE |
Nov 22, 16:00
45.40
-0.03
(-0.07%)
After-Hours: 20:00
Six Flags Entertainment Max Drawdown (5Y): 77.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 77.72% |
September 30, 2024 | 77.72% |
August 31, 2024 | 77.72% |
July 31, 2024 | 77.72% |
June 30, 2024 | 77.72% |
May 31, 2024 | 77.72% |
April 30, 2024 | 77.72% |
March 31, 2024 | 77.72% |
February 29, 2024 | 77.72% |
January 31, 2024 | 77.72% |
December 31, 2023 | 77.72% |
November 30, 2023 | 77.72% |
October 31, 2023 | 77.72% |
September 30, 2023 | 77.72% |
August 31, 2023 | 77.72% |
July 31, 2023 | 77.72% |
June 30, 2023 | 77.72% |
May 31, 2023 | 77.72% |
April 30, 2023 | 77.72% |
March 31, 2023 | 77.72% |
February 28, 2023 | 77.72% |
January 31, 2023 | 77.72% |
December 31, 2022 | 77.72% |
November 30, 2022 | 77.72% |
October 31, 2022 | 77.72% |
Date | Value |
---|---|
September 30, 2022 | 77.72% |
August 31, 2022 | 77.72% |
July 31, 2022 | 77.72% |
June 30, 2022 | 77.72% |
May 31, 2022 | 77.72% |
April 30, 2022 | 77.72% |
March 31, 2022 | 77.72% |
February 28, 2022 | 77.72% |
January 31, 2022 | 77.72% |
December 31, 2021 | 77.72% |
November 30, 2021 | 77.72% |
October 31, 2021 | 77.72% |
September 30, 2021 | 77.72% |
August 31, 2021 | 77.72% |
July 31, 2021 | 77.72% |
June 30, 2021 | 77.72% |
May 31, 2021 | 77.72% |
April 30, 2021 | 77.72% |
March 31, 2021 | 77.72% |
February 28, 2021 | 77.72% |
January 31, 2021 | 77.72% |
December 31, 2020 | 77.72% |
November 30, 2020 | 77.72% |
October 31, 2020 | 77.72% |
September 30, 2020 | 77.72% |
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
29.29%
Minimum
Nov 2019
77.72%
Maximum
Mar 2020
74.49%
Average
77.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.39 |
Beta (5Y) | 1.561 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.46% |
Historical Sharpe Ratio (5Y) | -0.1465 |
Historical Sortino (5Y) | -0.1901 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.29% |