DiamondRock Hospitality Co. (DRH)
12.37
-0.02
(-0.16%)
USD |
NASDAQ |
Sep 16, 10:51
DiamondRock Hospitality Max Drawdown (5Y) : 38.75% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 38.75% |
| July 31, 2026 | 38.75% |
| June 30, 2026 | 38.75% |
| May 31, 2026 | 38.75% |
| April 30, 2026 | 38.75% |
| March 31, 2026 | 38.75% |
| February 28, 2026 | 38.75% |
| January 31, 2026 | 38.75% |
| December 31, 2025 | 38.75% |
| November 30, 2025 | 38.75% |
| October 31, 2025 | 59.11% |
| September 30, 2025 | 60.03% |
| August 31, 2025 | 61.46% |
| July 31, 2025 | 62.04% |
| June 30, 2025 | 62.04% |
| May 31, 2025 | 62.04% |
| April 30, 2025 | 64.05% |
| March 31, 2025 | 64.05% |
| February 28, 2025 | 81.98% |
| January 31, 2025 | 81.98% |
| December 31, 2024 | 81.98% |
| November 30, 2024 | 81.98% |
| October 31, 2024 | 81.98% |
| September 30, 2024 | 81.98% |
| August 31, 2024 | 81.98% |
| Date | Value |
|---|---|
| July 31, 2024 | 81.98% |
| June 30, 2024 | 81.98% |
| May 31, 2024 | 81.98% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Park Hotels & Resorts, Inc. | 62.43% |
| InterGroup Corp. | 82.91% |
| The St. Joe Co. | 48.44% |
| Apple Hospitality REIT, Inc. | 32.98% |
| Concentradora Fibra Hotelera Mexicana SA de CV | 53.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.884 |
| Beta (5Y) | 0.9620 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.33% |
| Historical Sharpe Ratio (5Y) | 0.2219 |
| Historical Sortino (5Y) | 0.3594 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.37% |