Ashford Hospitality Trust Inc (AHT)
1.31
-0.01
(-0.76%)
USD |
NYSE |
Apr 19, 14:59
Ashford Hospitality Trust Max Drawdown (5Y): 99.75% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.75% |
| February 29, 2024 | 99.75% |
| January 31, 2024 | 99.75% |
| December 31, 2023 | 99.65% |
| November 30, 2023 | 99.63% |
| October 31, 2023 | 99.63% |
| September 30, 2023 | 99.63% |
| August 31, 2023 | 99.63% |
| July 31, 2023 | 99.63% |
| June 30, 2023 | 99.63% |
| May 31, 2023 | 99.63% |
| April 30, 2023 | 99.63% |
| March 31, 2023 | 99.63% |
| February 28, 2023 | 99.44% |
| January 31, 2023 | 99.44% |
| December 31, 2022 | 99.44% |
| November 30, 2022 | 99.35% |
| October 31, 2022 | 99.35% |
| September 30, 2022 | 99.35% |
| August 31, 2022 | 99.35% |
| July 31, 2022 | 99.35% |
| June 30, 2022 | 99.35% |
| May 31, 2022 | 99.35% |
| April 30, 2022 | 99.07% |
| March 31, 2022 | 99.07% |
| Date | Value |
|---|---|
| February 28, 2022 | 99.07% |
| January 31, 2022 | 99.07% |
| December 31, 2021 | 98.72% |
| November 30, 2021 | 98.56% |
| October 31, 2021 | 98.29% |
| September 30, 2021 | 98.29% |
| August 31, 2021 | 98.29% |
| July 31, 2021 | 98.26% |
| June 30, 2021 | 98.26% |
| May 31, 2021 | 98.26% |
| April 30, 2021 | 98.26% |
| March 31, 2021 | 98.26% |
| February 28, 2021 | 98.26% |
| January 31, 2021 | 98.26% |
| December 31, 2020 | 98.26% |
| November 30, 2020 | 98.26% |
| October 31, 2020 | 98.26% |
| September 30, 2020 | 98.07% |
| August 31, 2020 | 96.35% |
| July 31, 2020 | 94.70% |
| June 30, 2020 | 93.44% |
| May 31, 2020 | 93.44% |
| April 30, 2020 | 93.44% |
| March 31, 2020 | 93.44% |
| February 29, 2020 | 72.58% |
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
53.24%
Minimum
Apr 2019
99.75%
Maximum
Jan 2024
92.61%
Average
98.29%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Ryman Hospitality Properties Inc | 84.58% |
| Braemar Hotels & Resorts Inc | 91.22% |
| Apple Hospitality REIT Inc | 71.81% |
| Park Hotels & Resorts Inc | 84.23% |
| ReAlpha Tech Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -99.68 |
| Beta (5Y) | 2.236 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 118.3% |
| Historical Sharpe Ratio (5Y) | -0.5956 |
| Historical Sortino (5Y) | -1.225 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.06% |