Hyatt Hotels Corp (H)
156.00
+1.17
(+0.76%)
USD |
NYSE |
Nov 21, 16:00
155.93
-0.07
(-0.04%)
After-Hours: 20:00
Hyatt Hotels Max Drawdown (5Y): 60.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.53% |
| September 30, 2024 | 60.53% |
| August 31, 2024 | 60.53% |
| July 31, 2024 | 60.53% |
| June 30, 2024 | 60.53% |
| May 31, 2024 | 60.53% |
| April 30, 2024 | 60.53% |
| March 31, 2024 | 60.53% |
| February 29, 2024 | 60.53% |
| January 31, 2024 | 60.53% |
| December 31, 2023 | 60.53% |
| November 30, 2023 | 60.53% |
| October 31, 2023 | 60.53% |
| September 30, 2023 | 60.53% |
| August 31, 2023 | 60.53% |
| July 31, 2023 | 60.53% |
| June 30, 2023 | 60.53% |
| May 31, 2023 | 60.53% |
| April 30, 2023 | 60.53% |
| March 31, 2023 | 60.53% |
| February 28, 2023 | 60.53% |
| January 31, 2023 | 60.53% |
| December 31, 2022 | 60.53% |
| November 30, 2022 | 60.53% |
| October 31, 2022 | 60.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.53% |
| August 31, 2022 | 60.53% |
| July 31, 2022 | 60.53% |
| June 30, 2022 | 60.53% |
| May 31, 2022 | 60.53% |
| April 30, 2022 | 60.53% |
| March 31, 2022 | 60.53% |
| February 28, 2022 | 60.53% |
| January 31, 2022 | 60.53% |
| December 31, 2021 | 60.53% |
| November 30, 2021 | 60.53% |
| October 31, 2021 | 60.53% |
| September 30, 2021 | 60.53% |
| August 31, 2021 | 60.53% |
| July 31, 2021 | 60.53% |
| June 30, 2021 | 60.53% |
| May 31, 2021 | 60.53% |
| April 30, 2021 | 60.53% |
| March 31, 2021 | 60.53% |
| February 28, 2021 | 60.53% |
| January 31, 2021 | 60.53% |
| December 31, 2020 | 60.53% |
| November 30, 2020 | 60.53% |
| October 31, 2020 | 60.53% |
| September 30, 2020 | 60.53% |
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
43.88%
Minimum
Nov 2019
60.53%
Maximum
Mar 2020
59.42%
Average
60.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Marriott International Inc | 61.26% |
| Hilton Worldwide Holdings Inc | 50.82% |
| Choice Hotels International Inc | 50.50% |
| Vail Resorts Inc | 53.81% |
| The Intergroup Corp | 76.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.258 |
| Beta (5Y) | 1.504 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.53% |
| Historical Sharpe Ratio (5Y) | 0.3154 |
| Historical Sortino (5Y) | 0.4343 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.02% |