MGM Resorts International (MGM)
42.42
+0.38
(+0.90%)
USD |
NYSE |
Apr 19, 16:00
42.66
+0.24
(+0.57%)
After-Hours: 20:00
MGM Resorts International Max Drawdown (5Y): 80.40% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 80.40% |
July 31, 2020 | 80.40% |
June 30, 2020 | 80.40% |
May 31, 2020 | 80.40% |
April 30, 2020 | 80.40% |
March 31, 2020 | 80.40% |
February 29, 2020 | 41.67% |
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
Apr 2019
80.40%
Maximum
Mar 2020
73.30%
Average
80.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Las Vegas Sands Corp | 58.81% |
PENN Entertainment Inc | 88.19% |
Wynn Resorts Ltd | 77.38% |
Caesars Entertainment Inc | 89.78% |
Marriott International Inc | 61.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.12 |
Beta (5Y) | 2.191 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.75% |
Historical Sharpe Ratio (5Y) | 0.2264 |
Historical Sortino (5Y) | 0.2948 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.77% |