PENN Entertainment Inc (PENN)

18.62 +0.46 (+2.50%) USD  |  NASDAQ  |  Dec 20, 16:00
18.55 -0.08 (-0.40%) After-Hours: 20:00
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PENN Entertainment Max Drawdown (5Y): 89.28% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -31.48
Beta (5Y) 2.080
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 81.21%
Historical Sharpe Ratio (5Y) -0.0455
Historical Sortino (5Y) -0.0911
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.05%