MGM China Holdings Ltd (MCHVY)
14.73
+0.29
(+2.01%)
USD |
OTCM |
Nov 27, 12:58
MGM China Holdings Max Drawdown (5Y): 87.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.85% |
| September 30, 2024 | 87.85% |
| August 31, 2024 | 87.85% |
| July 31, 2024 | 87.85% |
| June 30, 2024 | 87.85% |
| May 31, 2024 | 87.85% |
| April 30, 2024 | 87.85% |
| March 31, 2024 | 87.85% |
| February 29, 2024 | 87.85% |
| January 31, 2024 | 87.85% |
| December 31, 2023 | 87.85% |
| November 30, 2023 | 87.85% |
| October 31, 2023 | 87.85% |
| September 30, 2023 | 87.85% |
| August 31, 2023 | 87.85% |
| July 31, 2023 | 87.85% |
| June 30, 2023 | 87.85% |
| May 31, 2023 | 87.85% |
| April 30, 2023 | 87.85% |
| March 31, 2023 | 87.85% |
| February 28, 2023 | 87.85% |
| January 31, 2023 | 87.85% |
| December 31, 2022 | 87.85% |
| November 30, 2022 | 87.85% |
| October 31, 2022 | 87.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.21% |
| August 31, 2022 | 85.21% |
| July 31, 2022 | 85.21% |
| June 30, 2022 | 85.21% |
| May 31, 2022 | 85.21% |
| April 30, 2022 | 85.21% |
| March 31, 2022 | 85.21% |
| February 28, 2022 | 82.76% |
| January 31, 2022 | 82.76% |
| December 31, 2021 | 82.76% |
| November 30, 2021 | 80.64% |
| October 31, 2021 | 80.64% |
| September 30, 2021 | 79.93% |
| August 31, 2021 | 69.15% |
| July 31, 2021 | 69.07% |
| June 30, 2021 | 69.07% |
| May 31, 2021 | 69.07% |
| April 30, 2021 | 69.07% |
| March 31, 2021 | 69.64% |
| February 28, 2021 | 70.46% |
| January 31, 2021 | 70.88% |
| December 31, 2020 | 74.09% |
| November 30, 2020 | 74.09% |
| October 31, 2020 | 74.09% |
| September 30, 2020 | 74.09% |
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
69.07%
Minimum
Apr 2021
87.85%
Maximum
Oct 2022
81.26%
Average
85.21%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Sands China Ltd | 70.27% |
| Wynn Macau Ltd | 88.76% |
| MGM Resorts International | 80.40% |
| Melco Resorts and Entertainment Ltd | 85.51% |
| Wynn Resorts Ltd | 77.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.258 |
| Beta (5Y) | 0.2262 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.18% |
| Historical Sharpe Ratio (5Y) | -0.0721 |
| Historical Sortino (5Y) | -0.1201 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.33% |