Melco Resorts and Entertainment Ltd (MLCO)
5.95
-0.11
(-1.82%)
USD |
NASDAQ |
Nov 22, 16:00
6.00
+0.05
(+0.84%)
After-Hours: 20:00
Melco Resorts and Entertainment Max Drawdown (5Y): 85.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.51% |
| September 30, 2024 | 85.51% |
| August 31, 2024 | 85.51% |
| July 31, 2024 | 85.51% |
| June 30, 2024 | 85.51% |
| May 31, 2024 | 85.51% |
| April 30, 2024 | 85.51% |
| March 31, 2024 | 85.51% |
| February 29, 2024 | 85.51% |
| January 31, 2024 | 85.51% |
| December 31, 2023 | 85.51% |
| November 30, 2023 | 85.51% |
| October 31, 2023 | 85.51% |
| September 30, 2023 | 85.51% |
| August 31, 2023 | 85.51% |
| July 31, 2023 | 85.51% |
| June 30, 2023 | 85.51% |
| May 31, 2023 | 85.51% |
| April 30, 2023 | 85.51% |
| March 31, 2023 | 85.51% |
| February 28, 2023 | 85.51% |
| January 31, 2023 | 85.51% |
| December 31, 2022 | 85.51% |
| November 30, 2022 | 85.51% |
| October 31, 2022 | 85.51% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.51% |
| August 31, 2022 | 85.51% |
| July 31, 2022 | 85.51% |
| June 30, 2022 | 85.51% |
| May 31, 2022 | 85.51% |
| April 30, 2022 | 81.50% |
| March 31, 2022 | 80.31% |
| February 28, 2022 | 70.87% |
| January 31, 2022 | 70.87% |
| December 31, 2021 | 70.87% |
| November 30, 2021 | 68.44% |
| October 31, 2021 | 67.99% |
| September 30, 2021 | 67.99% |
| August 31, 2021 | 66.62% |
| July 31, 2021 | 69.34% |
| June 30, 2021 | 71.77% |
| May 31, 2021 | 71.77% |
| April 30, 2021 | 71.77% |
| March 31, 2021 | 71.77% |
| February 28, 2021 | 71.77% |
| January 31, 2021 | 72.07% |
| December 31, 2020 | 72.07% |
| November 30, 2020 | 72.07% |
| October 31, 2020 | 72.07% |
| September 30, 2020 | 72.07% |
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
66.62%
Minimum
Aug 2021
85.51%
Maximum
May 2022
78.67%
Average
83.51%
Median
Max Drawdown (5Y) Benchmarks
| Studio City International Holdings Ltd | 93.96% |
| SJM Holdings Ltd | 82.27% |
| Las Vegas Sands Corp | 58.81% |
| Wynn Resorts Ltd | 77.38% |
| MGM Resorts International | 80.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.68 |
| Beta (5Y) | 1.069 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.60% |
| Historical Sharpe Ratio (5Y) | -0.3655 |
| Historical Sortino (5Y) | -0.8049 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.96% |