PENN Entertainment, Inc. (PENN)
14.77
+0.25
(+1.72%)
USD |
NASDAQ |
Oct 02, 16:00
14.76
-0.02
(-0.10%)
After-Hours: 20:00
PENN Entertainment Max Drawdown (5Y) : 91.38% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 91.38% |
| August 31, 2026 | 91.38% |
| July 31, 2026 | 91.38% |
| June 30, 2026 | 91.38% |
| May 31, 2026 | 91.38% |
| April 30, 2026 | 91.38% |
| March 31, 2026 | 91.38% |
| February 28, 2026 | 91.38% |
| January 31, 2026 | 90.59% |
| December 31, 2025 | 90.00% |
| November 30, 2025 | 90.00% |
| October 31, 2025 | 89.92% |
| September 30, 2025 | 89.92% |
| August 31, 2025 | 89.92% |
| July 31, 2025 | 89.92% |
| June 30, 2025 | 89.92% |
| May 31, 2025 | 89.92% |
| April 30, 2025 | 89.92% |
| March 31, 2025 | 89.28% |
| February 28, 2025 | 89.28% |
| January 31, 2025 | 89.28% |
| December 31, 2024 | 89.28% |
| November 30, 2024 | 89.28% |
| October 31, 2024 | 89.28% |
| September 30, 2024 | 89.28% |
| Date | Value |
|---|---|
| August 31, 2024 | 89.28% |
| July 31, 2024 | 89.28% |
| June 30, 2024 | 89.28% |
| May 31, 2024 | 89.28% |
| April 30, 2024 | 88.19% |
| March 31, 2024 | 88.19% |
| February 29, 2024 | 88.19% |
| January 31, 2024 | 88.19% |
| December 31, 2023 | 88.19% |
| November 30, 2023 | 88.19% |
| October 31, 2023 | 88.19% |
| September 30, 2023 | 88.19% |
| August 31, 2023 | 88.19% |
| July 31, 2023 | 88.19% |
| June 30, 2023 | 88.19% |
| May 31, 2023 | 88.19% |
| April 30, 2023 | 88.19% |
| March 31, 2023 | 88.19% |
| February 28, 2023 | 88.19% |
| January 31, 2023 | 88.19% |
| December 31, 2022 | 88.19% |
| November 30, 2022 | 88.19% |
| October 31, 2022 | 88.19% |
| September 30, 2022 | 88.19% |
| August 31, 2022 | 88.19% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Flutter Entertainment Plc | 75.87% |
| DraftKings, Inc. | 85.73% |
| Wynn Resorts Ltd. | 72.65% |
| Rush Street Interactive, Inc. | 88.92% |
| Churchill Downs, Inc. | 48.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -45.02 |
| Beta (5Y) | 1.387 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.46% |
| Historical Sharpe Ratio (5Y) | -0.7337 |
| Historical Sortino (5Y) | -1.362 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.18% |