Expedia Group Inc (EXPE)
136.66
+0.41
(+0.30%)
USD |
NASDAQ |
Apr 26, 11:13
Expedia Group Max Drawdown (5Y): 70.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 70.50% |
July 31, 2020 | 70.50% |
June 30, 2020 | 70.50% |
May 31, 2020 | 70.50% |
April 30, 2020 | 70.50% |
March 31, 2020 | 70.50% |
February 29, 2020 | 39.29% |
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
36.96%
Minimum
Apr 2019
70.50%
Maximum
Mar 2020
64.51%
Average
70.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Airbnb Inc | -- |
Tripadvisor Inc | 82.62% |
Booking Holdings Inc | 47.77% |
Marriott International Inc | 61.26% |
Lindblad Expeditions Holdings Inc | 83.16% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.01 |
Beta (5Y) | 1.857 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.79% |
Historical Sharpe Ratio (5Y) | 0.0244 |
Historical Sortino (5Y) | 0.0335 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.99% |