Monarch Casino & Resort Inc (MCRI)

78.22 -0.89 (-1.12%) USD  |  NASDAQ  |  Dec 20, 16:00
78.25 +0.03 (+0.04%) After-Hours: 20:00
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Monarch Casino & Resort Max Drawdown (5Y): 75.07% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Las Vegas Sands Corp 58.81%
MGM Resorts International 80.40%
PENN Entertainment Inc 89.28%
Wynn Resorts Ltd 77.38%
Caesars Entertainment Inc 89.78%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.44
Beta (5Y) 1.738
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 47.80%
Historical Sharpe Ratio (5Y) 0.2672
Historical Sortino (5Y) 0.3335
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.19%