Hilton Grand Vacations Inc (HGV)
37.53
+0.09
(+0.24%)
USD |
NYSE |
Nov 04, 16:00
37.51
-0.02
(-0.05%)
After-Hours: 20:00
Hilton Grand Vacations Max Drawdown (5Y): 77.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.74% |
| September 30, 2024 | 77.74% |
| August 31, 2024 | 77.74% |
| July 31, 2024 | 77.74% |
| June 30, 2024 | 77.74% |
| May 31, 2024 | 77.74% |
| April 30, 2024 | 77.74% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
77.74%
Maximum
Mar 2020
75.76%
Average
77.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Hilton Worldwide Holdings Inc | 50.82% |
| Choice Hotels International Inc | 50.50% |
| Marriott International Inc | 61.26% |
| The Intergroup Corp | 76.47% |
| LuxUrban Hotels Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.68 |
| Beta (5Y) | 1.823 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.51% |
| Historical Sharpe Ratio (5Y) | -0.0272 |
| Historical Sortino (5Y) | -0.0367 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.52% |