PENN Entertainment Inc (PENN)
16.28
+0.14
(+0.87%)
USD |
NASDAQ |
Apr 02, 09:40
PENN Entertainment Max Drawdown (5Y): 89.28% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| MGM Resorts International | 70.96% |
| Caesars Entertainment Inc | 85.38% |
| Wynn Resorts Ltd | 74.50% |
| Las Vegas Sands Corp | 58.81% |
| Monarch Casino & Resort Inc | 60.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.71 |
| Beta (5Y) | 1.959 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.01% |
| Historical Sharpe Ratio (5Y) | 0.0414 |
| Historical Sortino (5Y) | 0.1111 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.76% |