Choice Hotels International Inc (CHH)
140.25
+1.49
(+1.07%)
USD |
NYSE |
Nov 04, 16:00
140.14
-0.11
(-0.08%)
After-Hours: 20:00
Choice Hotels International Max Drawdown (5Y): 50.50% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 50.50% |
August 31, 2024 | 50.50% |
July 31, 2024 | 50.50% |
June 30, 2024 | 50.50% |
May 31, 2024 | 50.50% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
50.50%
Maximum
Mar 2020
49.42%
Average
50.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hyatt Hotels Corp | 60.53% |
Hilton Worldwide Holdings Inc | 50.82% |
Hilton Grand Vacations Inc | 77.74% |
Wyndham Hotels & Resorts Inc | 66.19% |
Marriott International Inc | 61.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.66 |
Beta (5Y) | 1.249 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.56% |
Historical Sharpe Ratio (5Y) | 0.2097 |
Historical Sortino (5Y) | 0.2634 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.79% |