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PENN: Penn National Gaming Inc (STOCK)
Basic Info 15.93 0.01(0.06%) May 17
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 05/26/1994 |
Last Dividend Date: | 06/14/2017 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 05/17/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 05/26/1994 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.9 | -38.8 | -34.8 | -41.8 | -5.6 | 4.3 | 6.3 | 8.8 | 16.2 | -12.4 | -42.7 | -40.0 | 237.0 | 35.7 | -39.9 | 144.2 | -13.9 | 16.7 | -4.2 | 29.1 | 29.0 | 8.3 | 29.3 | 27.2 | -64.1 | 43.1 | 26.3 | 8.8 | 161.9 | 45.8 | 4.5 | 197.8 | 13.2 | 28.6 | -28.2 | -31.6 | 232.0 | 98.1 | -35.0 |
Sharpe Ratio | NA | -1.48 | -0.76 | -0.82 | -0.09 | 0.05 | NA | NA | 0.27 | -0.35 | -0.77 | -0.63 | 1.75 | 0.98 | -1.01 | 4.96 | -0.47 | 0.57 | -0.12 | 1.37 | 0.88 | 0.23 | 0.81 | 0.5 | -0.89 | 1.48 | 0.65 | 0.19 | 4.15 | 1.1 | 0.06 | 2.67 | 0.14 | 0.48 | -0.48 | -0.61 | 3.19 | 1.83 | -1.19 |
Draw Down(%) | NA | 42.4 | 45.7 | 82.3 | 89.0 | 89.0 | NA | NA | 89.0 | 48.6 | 49.6 | 67.3 | 88.2 | 35.1 | 51.7 | 10.9 | 30.8 | 23.9 | 29.0 | 17.2 | 19.0 | 26.6 | 29.3 | 28.5 | 78.6 | 12.3 | 28.9 | 31.9 | 13.4 | 33.9 | 39.3 | 48.9 | 49.3 | 36.0 | 58.0 | 56.5 | 33.0 | 35.4 | 37.3 |
Standard Deviation(%) | NA | 51.5 | 50.7 | 53.7 | 77.0 | 59.3 | NA | NA | 53.8 | 48.2 | 57.6 | 63.7 | 134.8 | 35.1 | 40.6 | 29.1 | 30.3 | 29.4 | 34.8 | 21.2 | 33.2 | 35.8 | 36.0 | 53.8 | 73.1 | 27.2 | 35.7 | 34.7 | 38.7 | 41.1 | 56.0 | 75.1 | 66.0 | 52.4 | 65.3 | 56.9 | 70.8 | 51.4 | 45.9 |
Treynor Ratio | NA | -0.85 | -0.24 | -0.27 | -0.04 | 0.02 | NA | NA | 0.13 | -0.09 | -0.26 | -0.2 | 1.29 | 0.24 | -0.33 | 1.2 | -0.13 | 0.19 | -0.04 | 0.34 | 0.36 | 0.07 | 0.24 | 0.21 | -0.65 | 0.87 | 0.2 | 0.05 | 1.18 | 0.57 | 0.03 | 3.46 | 0.15 | 1.1 | -0.42 | -0.57 | 2.85 | 0.61 | -1.17 |
Alpha | NA | -0.57 | -0.28 | -0.22 | -0.02 | 0.0 | NA | NA | 0.07 | -0.17 | -0.04 | -0.33 | 0.66 | -0.01 | -0.15 | 0.28 | -0.09 | 0.07 | -0.05 | 0.01 | 0.07 | 0.04 | 0.05 | 0.01 | -0.15 | 0.14 | 0.05 | 0.03 | 0.36 | 0.1 | 0.18 | 0.57 | 0.15 | 0.12 | -0.13 | -0.17 | 0.5 | 0.13 | -0.26 |
Beta | NA | 0.89 | 1.63 | 1.63 | 1.76 | 1.58 | NA | NA | 1.11 | 1.79 | 1.68 | 2.04 | 1.82 | 1.42 | 1.24 | 1.21 | 1.12 | 0.89 | 1.06 | 0.86 | 0.81 | 1.13 | 1.22 | 1.29 | 1.0 | 0.47 | 1.14 | 1.32 | 1.36 | 0.8 | 1.11 | 0.58 | 0.62 | 0.23 | 0.75 | 0.62 | 0.79 | 1.56 | 0.47 |
RSquared | NA | 0.04 | 0.14 | 0.28 | 0.25 | 0.23 | NA | NA | 0.15 | 0.24 | 0.5 | 0.18 | 0.24 | 0.25 | 0.27 | 0.07 | 0.23 | 0.22 | 0.12 | 0.2 | 0.08 | 0.54 | 0.38 | 0.41 | 0.31 | 0.07 | 0.1 | 0.15 | 0.14 | 0.11 | 0.26 | 0.03 | 0.04 | 0.01 | 0.05 | 0.04 | 0.02 | 0.05 | 0.01 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 1.1 | 1.1 | 2.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 8.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/26/1994
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