Six Flags Entertainment Corp (DELISTED) (SIX:DL)
32.00
-1.14
(-3.44%)
USD |
NYSE |
Jul 01, 16:00
Six Flags Entertainment Max Drawdown (5Y): 84.27% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 84.27% |
May 31, 2024 | 84.27% |
April 30, 2024 | 84.27% |
March 31, 2024 | 84.27% |
February 29, 2024 | 84.27% |
January 31, 2024 | 84.27% |
December 31, 2023 | 84.27% |
November 30, 2023 | 84.27% |
October 31, 2023 | 84.27% |
September 30, 2023 | 84.27% |
August 31, 2023 | 84.27% |
July 31, 2023 | 84.27% |
June 30, 2023 | 84.27% |
May 31, 2023 | 84.27% |
April 30, 2023 | 84.27% |
March 31, 2023 | 84.27% |
February 28, 2023 | 84.27% |
January 31, 2023 | 84.27% |
December 31, 2022 | 84.27% |
November 30, 2022 | 84.27% |
October 31, 2022 | 84.27% |
September 30, 2022 | 84.27% |
August 31, 2022 | 84.27% |
July 31, 2022 | 84.27% |
June 30, 2022 | 84.27% |
Date | Value |
---|---|
May 31, 2022 | 84.27% |
April 30, 2022 | 84.27% |
March 31, 2022 | 84.27% |
February 28, 2022 | 84.27% |
January 31, 2022 | 84.27% |
December 31, 2021 | 84.27% |
November 30, 2021 | 84.27% |
October 31, 2021 | 84.27% |
September 30, 2021 | 84.27% |
August 31, 2021 | 84.27% |
July 31, 2021 | 84.27% |
June 30, 2021 | 84.27% |
May 31, 2021 | 84.27% |
April 30, 2021 | 84.27% |
March 31, 2021 | 84.27% |
February 28, 2021 | 84.27% |
January 31, 2021 | 84.27% |
December 31, 2020 | 84.27% |
November 30, 2020 | 84.27% |
October 31, 2020 | 84.27% |
September 30, 2020 | 84.27% |
August 31, 2020 | 84.27% |
July 31, 2020 | 84.27% |
June 30, 2020 | 84.27% |
May 31, 2020 | 84.27% |
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
37.78%
Minimum
Oct 2019
84.27%
Maximum
Mar 2020
80.80%
Average
84.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Six Flags Entertainment Corp | 77.72% |
Life Time Group Holdings Inc | -- |
United Parks & Resorts Inc | 79.77% |
Parks! America Inc | 72.04% |
Xponential Fitness Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -38.44 |
Beta (5Y) | 2.339 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.65% |
Historical Sharpe Ratio (5Y) | -0.1411 |
Historical Sortino (5Y) | -0.2092 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.31% |