Diamondrock Hospitality Co (DRH)
8.815
-0.02
(-0.17%)
USD |
NYSE |
May 06, 16:00
8.815
0.00 (0.00%)
After-Hours: 19:04
Diamondrock Hospitality Max Drawdown (5Y): 81.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 81.98% |
March 31, 2024 | 81.98% |
February 29, 2024 | 81.98% |
January 31, 2024 | 81.98% |
December 31, 2023 | 81.98% |
November 30, 2023 | 81.98% |
October 31, 2023 | 81.98% |
September 30, 2023 | 81.98% |
August 31, 2023 | 81.98% |
July 31, 2023 | 81.98% |
June 30, 2023 | 81.98% |
May 31, 2023 | 81.98% |
April 30, 2023 | 81.98% |
March 31, 2023 | 81.98% |
February 28, 2023 | 81.98% |
January 31, 2023 | 81.98% |
December 31, 2022 | 81.98% |
November 30, 2022 | 81.98% |
October 31, 2022 | 81.98% |
September 30, 2022 | 81.98% |
August 31, 2022 | 81.98% |
July 31, 2022 | 81.98% |
June 30, 2022 | 81.98% |
May 31, 2022 | 81.98% |
April 30, 2022 | 81.98% |
Date | Value |
---|---|
March 31, 2022 | 81.98% |
February 28, 2022 | 81.98% |
January 31, 2022 | 81.98% |
December 31, 2021 | 81.98% |
November 30, 2021 | 81.98% |
October 31, 2021 | 81.98% |
September 30, 2021 | 81.98% |
August 31, 2021 | 81.98% |
July 31, 2021 | 81.98% |
June 30, 2021 | 81.98% |
May 31, 2021 | 81.98% |
April 30, 2021 | 81.98% |
March 31, 2021 | 81.98% |
February 28, 2021 | 81.98% |
January 31, 2021 | 81.98% |
December 31, 2020 | 81.98% |
November 30, 2020 | 81.98% |
October 31, 2020 | 81.98% |
September 30, 2020 | 81.98% |
August 31, 2020 | 81.98% |
July 31, 2020 | 81.98% |
June 30, 2020 | 81.98% |
May 31, 2020 | 81.98% |
April 30, 2020 | 81.98% |
March 31, 2020 | 81.98% |
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
49.28%
Minimum
May 2019
81.98%
Maximum
Mar 2020
76.53%
Average
81.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CTO Realty Growth Inc | 47.88% |
eXp World Holdings Inc | 88.17% |
VICI Properties Inc | 60.21% |
SBA Communications Corp | 50.79% |
Healthpeak Properties Inc | 54.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.61 |
Beta (5Y) | 1.607 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.65% |
Historical Sharpe Ratio (5Y) | -0.1009 |
Historical Sortino (5Y) | -0.1335 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.61% |