Wynn Macau Ltd (WYNMY)
7.36
+0.25
(+3.52%)
USD |
OTCM |
Nov 27, 15:45
Wynn Macau Max Drawdown (5Y): 88.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.76% |
| September 30, 2024 | 88.76% |
| August 31, 2024 | 88.76% |
| July 31, 2024 | 88.76% |
| June 30, 2024 | 88.76% |
| May 31, 2024 | 88.76% |
| April 30, 2024 | 88.76% |
| March 31, 2024 | 88.76% |
| February 29, 2024 | 88.76% |
| January 31, 2024 | 88.76% |
| December 31, 2023 | 88.76% |
| November 30, 2023 | 88.76% |
| October 31, 2023 | 88.76% |
| September 30, 2023 | 88.76% |
| August 31, 2023 | 88.76% |
| July 31, 2023 | 88.76% |
| June 30, 2023 | 88.76% |
| May 31, 2023 | 88.76% |
| April 30, 2023 | 88.76% |
| March 31, 2023 | 88.76% |
| February 28, 2023 | 88.76% |
| January 31, 2023 | 88.76% |
| December 31, 2022 | 88.76% |
| November 30, 2022 | 88.76% |
| October 31, 2022 | 88.76% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.51% |
| August 31, 2022 | 85.51% |
| July 31, 2022 | 85.51% |
| June 30, 2022 | 85.51% |
| May 31, 2022 | 85.51% |
| April 30, 2022 | 84.20% |
| March 31, 2022 | 84.20% |
| February 28, 2022 | 80.50% |
| January 31, 2022 | 80.50% |
| December 31, 2021 | 80.50% |
| November 30, 2021 | 78.84% |
| October 31, 2021 | 78.84% |
| September 30, 2021 | 78.84% |
| August 31, 2021 | 72.51% |
| July 31, 2021 | 64.85% |
| June 30, 2021 | 63.36% |
| May 31, 2021 | 63.36% |
| April 30, 2021 | 64.03% |
| March 31, 2021 | 65.05% |
| February 28, 2021 | 71.60% |
| January 31, 2021 | 77.77% |
| December 31, 2020 | 78.29% |
| November 30, 2020 | 78.29% |
| October 31, 2020 | 78.29% |
| September 30, 2020 | 78.29% |
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
63.36%
Minimum
May 2021
88.76%
Maximum
Oct 2022
82.19%
Average
84.85%
Median
Max Drawdown (5Y) Benchmarks
| Sands China Ltd | 70.27% |
| MGM China Holdings Ltd | 87.85% |
| Las Vegas Sands Corp | 58.81% |
| Melco Resorts and Entertainment Ltd | 85.51% |
| Wynn Resorts Ltd | 77.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.10 |
| Beta (5Y) | 0.6051 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.22% |
| Historical Sharpe Ratio (5Y) | -0.316 |
| Historical Sortino (5Y) | -0.7409 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.40% |