The Intergroup Corp (INTG)
22.48
+1.11
(+5.19%)
USD |
NASDAQ |
May 02, 16:00
22.48
0.00 (0.00%)
After-Hours: 17:49
Intergroup Max Drawdown (5Y): 71.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.55% |
March 31, 2024 | 71.55% |
February 29, 2024 | 71.55% |
January 31, 2024 | 71.55% |
December 31, 2023 | 71.55% |
November 30, 2023 | 62.79% |
October 31, 2023 | 53.81% |
September 30, 2023 | 48.88% |
August 31, 2023 | 42.24% |
July 31, 2023 | 42.24% |
June 30, 2023 | 42.24% |
May 31, 2023 | 42.24% |
April 30, 2023 | 36.47% |
March 31, 2023 | 36.47% |
February 28, 2023 | 36.47% |
January 31, 2023 | 37.21% |
December 31, 2022 | 38.16% |
November 30, 2022 | 38.98% |
October 31, 2022 | 38.98% |
September 30, 2022 | 38.98% |
August 31, 2022 | 38.98% |
July 31, 2022 | 38.98% |
June 30, 2022 | 38.98% |
May 31, 2022 | 38.98% |
April 30, 2022 | 38.98% |
Date | Value |
---|---|
March 31, 2022 | 38.98% |
February 28, 2022 | 38.98% |
January 31, 2022 | 38.98% |
December 31, 2021 | 38.98% |
November 30, 2021 | 38.98% |
October 31, 2021 | 38.98% |
September 30, 2021 | 38.98% |
August 31, 2021 | 39.33% |
July 31, 2021 | 40.20% |
June 30, 2021 | 40.20% |
May 31, 2021 | 40.20% |
April 30, 2021 | 40.20% |
March 31, 2021 | 40.20% |
February 28, 2021 | 40.20% |
January 31, 2021 | 40.20% |
December 31, 2020 | 40.20% |
November 30, 2020 | 40.20% |
October 31, 2020 | 40.20% |
September 30, 2020 | 40.20% |
August 31, 2020 | 40.20% |
July 31, 2020 | 40.20% |
June 30, 2020 | 40.20% |
May 31, 2020 | 40.20% |
April 30, 2020 | 40.20% |
March 31, 2020 | 40.20% |
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
36.47%
Minimum
Feb 2023
71.55%
Maximum
Dec 2023
43.11%
Average
40.20%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Choice Hotels International Inc | 50.50% |
Marriott International Inc | 61.26% |
Vail Resorts Inc | 53.81% |
Hyatt Hotels Corp | 60.53% |
LuxUrban Hotels Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.53 |
Beta (5Y) | 0.3069 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.47% |
Historical Sharpe Ratio (5Y) | -0.2773 |
Historical Sortino (5Y) | -0.4785 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.92% |