Choice Hotels International Inc (CHH)
149.30
+2.76
(+1.88%)
USD |
NYSE |
Nov 21, 16:00
149.44
+0.14
(+0.09%)
After-Hours: 20:00
Choice Hotels International Max Drawdown (5Y): 50.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.50% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
49.44%
Average
50.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Hilton Worldwide Holdings Inc | 50.82% |
| Marriott International Inc | 61.26% |
| Hyatt Hotels Corp | 60.53% |
| Wyndham Hotels & Resorts Inc | -- |
| Hilton Grand Vacations Inc | 77.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.013 |
| Beta (5Y) | 1.238 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.43% |
| Historical Sharpe Ratio (5Y) | 0.2617 |
| Historical Sortino (5Y) | 0.3273 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.79% |