Monarch Casino & Resort Inc (MCRI)
67.26
-0.47
(-0.69%)
USD |
NASDAQ |
May 13, 16:00
67.28
+0.02
(+0.03%)
After-Hours: 20:00
Monarch Casino & Resort Max Drawdown (5Y): 75.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.07% |
March 31, 2024 | 75.07% |
February 29, 2024 | 75.07% |
January 31, 2024 | 75.07% |
December 31, 2023 | 75.07% |
November 30, 2023 | 75.07% |
October 31, 2023 | 75.07% |
September 30, 2023 | 75.07% |
August 31, 2023 | 75.07% |
July 31, 2023 | 75.07% |
June 30, 2023 | 75.07% |
May 31, 2023 | 75.07% |
April 30, 2023 | 75.07% |
March 31, 2023 | 75.07% |
February 28, 2023 | 75.07% |
January 31, 2023 | 75.07% |
December 31, 2022 | 75.07% |
November 30, 2022 | 75.07% |
October 31, 2022 | 75.07% |
September 30, 2022 | 75.07% |
August 31, 2022 | 75.07% |
July 31, 2022 | 75.07% |
June 30, 2022 | 75.07% |
May 31, 2022 | 75.07% |
April 30, 2022 | 75.07% |
Date | Value |
---|---|
March 31, 2022 | 75.07% |
February 28, 2022 | 75.07% |
January 31, 2022 | 75.07% |
December 31, 2021 | 75.07% |
November 30, 2021 | 75.07% |
October 31, 2021 | 75.07% |
September 30, 2021 | 75.07% |
August 31, 2021 | 75.07% |
July 31, 2021 | 75.07% |
June 30, 2021 | 75.07% |
May 31, 2021 | 75.07% |
April 30, 2021 | 75.07% |
March 31, 2021 | 75.07% |
February 28, 2021 | 75.07% |
January 31, 2021 | 75.07% |
December 31, 2020 | 75.07% |
November 30, 2020 | 75.07% |
October 31, 2020 | 75.07% |
September 30, 2020 | 75.07% |
August 31, 2020 | 75.07% |
July 31, 2020 | 75.07% |
June 30, 2020 | 75.07% |
May 31, 2020 | 75.07% |
April 30, 2020 | 75.07% |
March 31, 2020 | 75.07% |
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
28.47%
Minimum
Oct 2019
75.07%
Maximum
Mar 2020
68.32%
Average
75.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
MGM Resorts International | 80.40% |
PENN Entertainment Inc | 88.19% |
Las Vegas Sands Corp | 58.81% |
Wynn Resorts Ltd | 77.38% |
Caesars Entertainment Inc | 89.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.228 |
Beta (5Y) | 1.680 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.88% |
Historical Sharpe Ratio (5Y) | 0.1982 |
Historical Sortino (5Y) | 0.2475 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.19% |