Expedia Group Inc (EXPE)
183.51
+4.41
(+2.46%)
USD |
NASDAQ |
Nov 21, 16:00
183.51
0.00 (0.00%)
After-Hours: 16:44
Expedia Group Max Drawdown (5Y): 70.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.50% |
| September 30, 2024 | 70.50% |
| August 31, 2024 | 70.50% |
| July 31, 2024 | 70.50% |
| June 30, 2024 | 70.50% |
| May 31, 2024 | 70.50% |
| April 30, 2024 | 70.50% |
| March 31, 2024 | 70.50% |
| February 29, 2024 | 70.50% |
| January 31, 2024 | 70.50% |
| December 31, 2023 | 70.50% |
| November 30, 2023 | 70.50% |
| October 31, 2023 | 70.50% |
| September 30, 2023 | 70.50% |
| August 31, 2023 | 70.50% |
| July 31, 2023 | 70.50% |
| June 30, 2023 | 70.50% |
| May 31, 2023 | 70.50% |
| April 30, 2023 | 70.50% |
| March 31, 2023 | 70.50% |
| February 28, 2023 | 70.50% |
| January 31, 2023 | 70.50% |
| December 31, 2022 | 70.50% |
| November 30, 2022 | 70.50% |
| October 31, 2022 | 70.50% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.50% |
| August 31, 2022 | 70.50% |
| July 31, 2022 | 70.50% |
| June 30, 2022 | 70.50% |
| May 31, 2022 | 70.50% |
| April 30, 2022 | 70.50% |
| March 31, 2022 | 70.50% |
| February 28, 2022 | 70.50% |
| January 31, 2022 | 70.50% |
| December 31, 2021 | 70.50% |
| November 30, 2021 | 70.50% |
| October 31, 2021 | 70.50% |
| September 30, 2021 | 70.50% |
| August 31, 2021 | 70.50% |
| July 31, 2021 | 70.50% |
| June 30, 2021 | 70.50% |
| May 31, 2021 | 70.50% |
| April 30, 2021 | 70.50% |
| March 31, 2021 | 70.50% |
| February 28, 2021 | 70.50% |
| January 31, 2021 | 70.50% |
| December 31, 2020 | 70.50% |
| November 30, 2020 | 70.50% |
| October 31, 2020 | 70.50% |
| September 30, 2020 | 70.50% |
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
39.29%
Minimum
Nov 2019
70.50%
Maximum
Mar 2020
68.42%
Average
70.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Airbnb Inc | -- |
| Booking Holdings Inc | 47.77% |
| Lindblad Expeditions Holdings Inc | 83.16% |
| Consolidated Capital Of North America Inc | 99.96% |
| Inspirato Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.44 |
| Beta (5Y) | 1.778 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.71% |
| Historical Sharpe Ratio (5Y) | 0.0103 |
| Historical Sortino (5Y) | 0.0146 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.84% |