PENN Entertainment Inc (PENN)
20.22
+0.20
(+1.00%)
USD |
NASDAQ |
Nov 21, 16:00
20.22
0.00 (0.00%)
After-Hours: 20:00
PENN Entertainment Max Drawdown (5Y): 89.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.28% |
| September 30, 2024 | 89.28% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.19% |
| August 31, 2022 | 88.19% |
| July 31, 2022 | 88.19% |
| June 30, 2022 | 88.19% |
| May 31, 2022 | 88.19% |
| April 30, 2022 | 88.19% |
| March 31, 2022 | 88.19% |
| February 28, 2022 | 88.19% |
| January 31, 2022 | 88.19% |
| December 31, 2021 | 88.19% |
| November 30, 2021 | 88.19% |
| October 31, 2021 | 88.19% |
| September 30, 2021 | 88.19% |
| August 31, 2021 | 88.19% |
| July 31, 2021 | 88.19% |
| June 30, 2021 | 88.19% |
| May 31, 2021 | 88.19% |
| April 30, 2021 | 88.19% |
| March 31, 2021 | 88.19% |
| February 28, 2021 | 88.19% |
| January 31, 2021 | 88.19% |
| December 31, 2020 | 88.19% |
| November 30, 2020 | 88.19% |
| October 31, 2020 | 88.19% |
| September 30, 2020 | 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
54.14%
Minimum
Nov 2019
89.28%
Maximum
May 2024
86.03%
Average
88.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| MGM Resorts International | 80.40% |
| Caesars Entertainment Inc | 89.78% |
| Wynn Resorts Ltd | 77.38% |
| Las Vegas Sands Corp | 58.81% |
| Monarch Casino & Resort Inc | 75.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.83 |
| Beta (5Y) | 2.088 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.24% |
| Historical Sharpe Ratio (5Y) | -0.0477 |
| Historical Sortino (5Y) | -0.0957 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.05% |