MGM Resorts International (MGM)
38.01
+0.50
(+1.33%)
USD |
NYSE |
Nov 21, 16:00
37.51
-0.50
(-1.32%)
After-Hours: 20:00
MGM Resorts International Max Drawdown (5Y): 80.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.40% |
| September 30, 2024 | 80.40% |
| August 31, 2024 | 80.40% |
| July 31, 2024 | 80.40% |
| June 30, 2024 | 80.40% |
| May 31, 2024 | 80.40% |
| April 30, 2024 | 80.40% |
| March 31, 2024 | 80.40% |
| February 29, 2024 | 80.40% |
| January 31, 2024 | 80.40% |
| December 31, 2023 | 80.40% |
| November 30, 2023 | 80.40% |
| October 31, 2023 | 80.40% |
| September 30, 2023 | 80.40% |
| August 31, 2023 | 80.40% |
| July 31, 2023 | 80.40% |
| June 30, 2023 | 80.40% |
| May 31, 2023 | 80.40% |
| April 30, 2023 | 80.40% |
| March 31, 2023 | 80.40% |
| February 28, 2023 | 80.40% |
| January 31, 2023 | 80.40% |
| December 31, 2022 | 80.40% |
| November 30, 2022 | 80.40% |
| October 31, 2022 | 80.40% |
| Date | Value |
|---|---|
| September 30, 2022 | 80.40% |
| August 31, 2022 | 80.40% |
| July 31, 2022 | 80.40% |
| June 30, 2022 | 80.40% |
| May 31, 2022 | 80.40% |
| April 30, 2022 | 80.40% |
| March 31, 2022 | 80.40% |
| February 28, 2022 | 80.40% |
| January 31, 2022 | 80.40% |
| December 31, 2021 | 80.40% |
| November 30, 2021 | 80.40% |
| October 31, 2021 | 80.40% |
| September 30, 2021 | 80.40% |
| August 31, 2021 | 80.40% |
| July 31, 2021 | 80.40% |
| June 30, 2021 | 80.40% |
| May 31, 2021 | 80.40% |
| April 30, 2021 | 80.40% |
| March 31, 2021 | 80.40% |
| February 28, 2021 | 80.40% |
| January 31, 2021 | 80.40% |
| December 31, 2020 | 80.40% |
| November 30, 2020 | 80.40% |
| October 31, 2020 | 80.40% |
| September 30, 2020 | 80.40% |
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
41.67%
Minimum
Nov 2019
80.40%
Maximum
Mar 2020
77.82%
Average
80.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Las Vegas Sands Corp | 58.81% |
| PENN Entertainment Inc | 89.28% |
| Wynn Resorts Ltd | 77.38% |
| Caesars Entertainment Inc | 89.78% |
| Marriott International Inc | 61.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.62 |
| Beta (5Y) | 2.232 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.36% |
| Historical Sharpe Ratio (5Y) | 0.0623 |
| Historical Sortino (5Y) | 0.0845 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.11% |