Hyatt Hotels Corp (H)
109.76
-5.48
(-4.76%)
USD |
NYSE |
Apr 04, 16:00
106.67
-3.09
(-2.82%)
Pre-Market: 06:51
Hyatt Hotels Max Drawdown (5Y): 56.90% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Hilton Worldwide Holdings Inc | 50.82% |
| Marriott International Inc | 61.26% |
| Choice Hotels International Inc | 49.78% |
| Hilton Grand Vacations Inc | 71.88% |
| Wyndham Hotels & Resorts Inc | 58.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.362 |
| Beta (5Y) | 1.353 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.88% |
| Historical Sharpe Ratio (5Y) | 0.5559 |
| Historical Sortino (5Y) | 1.167 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.30% |