Choice Hotels International Inc (CHH)
120.32
+1.20
(+1.01%)
USD |
NYSE |
May 02, 11:58
Choice Hotels International Max Drawdown (5Y): 50.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.50% |
March 31, 2024 | 50.50% |
February 29, 2024 | 50.50% |
January 31, 2024 | 50.50% |
December 31, 2023 | 50.50% |
November 30, 2023 | 50.50% |
October 31, 2023 | 50.50% |
September 30, 2023 | 50.50% |
August 31, 2023 | 50.50% |
July 31, 2023 | 50.50% |
June 30, 2023 | 50.50% |
May 31, 2023 | 50.50% |
April 30, 2023 | 50.50% |
March 31, 2023 | 50.50% |
February 28, 2023 | 50.50% |
January 31, 2023 | 50.50% |
December 31, 2022 | 50.50% |
November 30, 2022 | 50.50% |
October 31, 2022 | 50.50% |
September 30, 2022 | 50.50% |
August 31, 2022 | 50.50% |
July 31, 2022 | 50.50% |
June 30, 2022 | 50.50% |
May 31, 2022 | 50.50% |
April 30, 2022 | 50.50% |
Date | Value |
---|---|
March 31, 2022 | 50.50% |
February 28, 2022 | 50.50% |
January 31, 2022 | 50.50% |
December 31, 2021 | 50.50% |
November 30, 2021 | 50.50% |
October 31, 2021 | 50.50% |
September 30, 2021 | 50.50% |
August 31, 2021 | 50.50% |
July 31, 2021 | 50.50% |
June 30, 2021 | 50.50% |
May 31, 2021 | 50.50% |
April 30, 2021 | 50.50% |
March 31, 2021 | 50.50% |
February 28, 2021 | 50.50% |
January 31, 2021 | 50.50% |
December 31, 2020 | 50.50% |
November 30, 2020 | 50.50% |
October 31, 2020 | 50.50% |
September 30, 2020 | 50.50% |
August 31, 2020 | 50.50% |
July 31, 2020 | 50.50% |
June 30, 2020 | 50.50% |
May 31, 2020 | 50.50% |
April 30, 2020 | 50.50% |
March 31, 2020 | 50.50% |
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
34.51%
Minimum
May 2019
50.50%
Maximum
Mar 2020
47.84%
Average
50.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Wyndham Hotels & Resorts Inc | 66.19% |
Marriott International Inc | 61.26% |
Hyatt Hotels Corp | 60.53% |
Hilton Worldwide Holdings Inc | 50.82% |
The Intergroup Corp | 71.55% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.446 |
Beta (5Y) | 1.212 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.53% |
Historical Sharpe Ratio (5Y) | 0.1985 |
Historical Sortino (5Y) | 0.2474 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.79% |