MGM China Holdings Ltd (MCHVY)
21.26
0.00 (0.00%)
USD |
OTCM |
May 10, 16:00
MGM China Holdings Max Drawdown (5Y): 87.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 70.93% |
| March 31, 2021 | 70.93% |
| February 28, 2021 | 70.93% |
| January 31, 2021 | 70.93% |
| December 31, 2020 | 72.71% |
| November 30, 2020 | 73.81% |
| October 31, 2020 | 76.69% |
| September 30, 2020 | 76.69% |
| August 31, 2020 | 76.69% |
| July 31, 2020 | 76.69% |
| June 30, 2020 | 76.69% |
| May 31, 2020 | 76.69% |
| April 30, 2020 | 76.69% |
| March 31, 2020 | 76.69% |
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
May 2021
87.85%
Maximum
Oct 2022
80.70%
Average
80.64%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Sands China Ltd | 70.27% |
| Wynn Macau Ltd | 88.76% |
| Las Vegas Sands Corp | 58.81% |
| MGM Resorts International | 80.40% |
| Wynn Resorts Ltd | 77.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.434 |
| Beta (5Y) | 0.3283 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.82% |
| Historical Sharpe Ratio (5Y) | -0.0798 |
| Historical Sortino (5Y) | -0.1307 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.33% |