Hilton Grand Vacations Inc (HGV)
44.44
-0.35
(-0.78%)
USD |
NYSE |
Apr 25, 16:00
44.44
0.00 (0.00%)
After-Hours: 20:00
Hilton Grand Vacations Max Drawdown (5Y): 77.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 77.74% |
February 29, 2024 | 77.74% |
January 31, 2024 | 77.74% |
December 31, 2023 | 77.74% |
November 30, 2023 | 77.74% |
October 31, 2023 | 77.74% |
September 30, 2023 | 77.74% |
August 31, 2023 | 77.74% |
July 31, 2023 | 77.74% |
June 30, 2023 | 77.74% |
May 31, 2023 | 77.74% |
April 30, 2023 | 77.74% |
March 31, 2023 | 77.74% |
February 28, 2023 | 77.74% |
January 31, 2023 | 77.74% |
December 31, 2022 | 77.74% |
November 30, 2022 | 77.74% |
October 31, 2022 | 77.74% |
September 30, 2022 | 77.74% |
August 31, 2022 | 77.74% |
July 31, 2022 | 77.74% |
June 30, 2022 | 77.74% |
May 31, 2022 | 77.74% |
April 30, 2022 | 77.74% |
March 31, 2022 | 77.74% |
Date | Value |
---|---|
February 28, 2022 | 77.74% |
January 31, 2022 | 77.74% |
December 31, 2021 | 77.74% |
November 30, 2021 | 77.74% |
October 31, 2021 | 77.74% |
September 30, 2021 | 77.74% |
August 31, 2021 | 77.74% |
July 31, 2021 | 77.74% |
June 30, 2021 | 77.74% |
May 31, 2021 | 77.74% |
April 30, 2021 | 77.74% |
March 31, 2021 | 77.74% |
February 28, 2021 | 77.74% |
January 31, 2021 | 77.74% |
December 31, 2020 | 77.74% |
November 30, 2020 | 77.74% |
October 31, 2020 | 77.74% |
September 30, 2020 | 77.74% |
August 31, 2020 | 77.74% |
July 31, 2020 | 77.74% |
June 30, 2020 | 77.74% |
May 31, 2020 | 77.74% |
April 30, 2020 | 77.74% |
March 31, 2020 | 77.74% |
February 29, 2020 | 48.12% |
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
48.12%
Minimum
Apr 2019
77.74%
Maximum
Mar 2020
72.31%
Average
77.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hilton Worldwide Holdings Inc | 50.82% |
Hyatt Hotels Corp | 60.53% |
Marriott International Inc | 61.26% |
The Intergroup Corp | 71.55% |
LuxUrban Hotels Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.29 |
Beta (5Y) | 1.928 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.97% |
Historical Sharpe Ratio (5Y) | 0.1566 |
Historical Sortino (5Y) | 0.2101 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.02% |