PENN Entertainment, Inc. (PENN)
13.82
-0.47
(-3.29%)
USD |
NASDAQ |
Dec 05, 16:00
13.82
0.00 (0.00%)
After-Hours: 07:56
PENN Entertainment Max Drawdown (5Y): 90.00% for Nov. 30, 2025
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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Maximum
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Median
Max Drawdown (5Y) Benchmarks
| Caesars Entertainment, Inc. | 84.40% |
| Wynn Resorts Ltd. | 72.65% |
| MGM Resorts International | 49.33% |
| Las Vegas Sands Corp. | 58.81% |
| Canterbury Park Holding Corp. | 55.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -46.77 |
| Beta (5Y) | 1.398 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.28% |
| Historical Sharpe Ratio (5Y) | -0.6588 |
| Historical Sortino (5Y) | -1.274 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.18% |