MGM China Holdings Ltd (MCHVF)
1.67
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
MGM China Holdings Max Drawdown (5Y): 86.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 86.80% |
| February 29, 2024 | 86.80% |
| January 31, 2024 | 86.80% |
| December 31, 2023 | 86.80% |
| November 30, 2023 | 86.80% |
| October 31, 2023 | 86.80% |
| September 30, 2023 | 86.80% |
| August 31, 2023 | 86.80% |
| July 31, 2023 | 86.80% |
| June 30, 2023 | 86.80% |
| May 31, 2023 | 86.80% |
| April 30, 2023 | 86.80% |
| March 31, 2023 | 86.80% |
| February 28, 2023 | 86.80% |
| January 31, 2023 | 86.80% |
| December 31, 2022 | 86.80% |
| November 30, 2022 | 86.80% |
| October 31, 2022 | 86.80% |
| September 30, 2022 | 85.06% |
| August 31, 2022 | 85.06% |
| July 31, 2022 | 85.06% |
| June 30, 2022 | 85.06% |
| May 31, 2022 | 85.06% |
| April 30, 2022 | 84.80% |
| March 31, 2022 | 84.80% |
| Date | Value |
|---|---|
| February 28, 2022 | 83.32% |
| January 31, 2022 | 83.32% |
| December 31, 2021 | 83.32% |
| November 30, 2021 | 80.19% |
| October 31, 2021 | 80.19% |
| September 30, 2021 | 80.05% |
| August 31, 2021 | 69.56% |
| July 31, 2021 | 69.08% |
| June 30, 2021 | 69.08% |
| May 31, 2021 | 69.08% |
| April 30, 2021 | 69.08% |
| March 31, 2021 | 69.08% |
| February 28, 2021 | 69.08% |
| January 31, 2021 | 69.08% |
| December 31, 2020 | 70.91% |
| November 30, 2020 | 72.85% |
| October 31, 2020 | 73.58% |
| September 30, 2020 | 73.58% |
| August 31, 2020 | 73.58% |
| July 31, 2020 | 73.58% |
| June 30, 2020 | 73.58% |
| May 31, 2020 | 73.58% |
| April 30, 2020 | 73.58% |
| March 31, 2020 | 73.58% |
| February 29, 2020 | 73.58% |
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
69.08%
Minimum
Jan 2021
86.80%
Maximum
Oct 2022
79.04%
Average
80.12%
Median
Max Drawdown (5Y) Benchmarks
| Sands China Ltd | 70.27% |
| Wynn Macau Ltd | 88.76% |
| Las Vegas Sands Corp | 58.81% |
| Wynn Resorts Ltd | 77.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.45 |
| Beta (5Y) | 0.6774 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.82% |
| Historical Sharpe Ratio (5Y) | -0.07 |
| Historical Sortino (5Y) | -0.1507 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.89% |