InterContinental Hotels Group PLC (ICHGF)
96.80
-0.20
(-0.20%)
USD |
OTCM |
May 03, 16:00
InterContinental Hotels Group Max Drawdown (5Y): 60.72% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 60.72% |
March 31, 2024 | 60.72% |
February 29, 2024 | 60.72% |
January 31, 2024 | 60.72% |
December 31, 2023 | 60.72% |
November 30, 2023 | 60.72% |
October 31, 2023 | 60.72% |
September 30, 2023 | 60.72% |
August 31, 2023 | 60.72% |
July 31, 2023 | 60.72% |
June 30, 2023 | 60.72% |
May 31, 2023 | 60.72% |
April 30, 2023 | 60.72% |
March 31, 2023 | 60.72% |
February 28, 2023 | 60.72% |
January 31, 2023 | 60.72% |
December 31, 2022 | 60.72% |
November 30, 2022 | 60.72% |
October 31, 2022 | 60.72% |
September 30, 2022 | 60.72% |
August 31, 2022 | 60.72% |
July 31, 2022 | 60.72% |
June 30, 2022 | 60.72% |
May 31, 2022 | 60.72% |
April 30, 2022 | 60.72% |
Date | Value |
---|---|
March 31, 2022 | 60.72% |
February 28, 2022 | 60.72% |
January 31, 2022 | 60.72% |
December 31, 2021 | 60.72% |
November 30, 2021 | 60.72% |
October 31, 2021 | 60.72% |
September 30, 2021 | 60.72% |
August 31, 2021 | 60.72% |
July 31, 2021 | 60.72% |
June 30, 2021 | 60.72% |
May 31, 2021 | 60.72% |
April 30, 2021 | 60.72% |
March 31, 2021 | 60.72% |
February 28, 2021 | 60.72% |
January 31, 2021 | 60.72% |
December 31, 2020 | 60.72% |
November 30, 2020 | 60.72% |
October 31, 2020 | 60.72% |
September 30, 2020 | 60.72% |
August 31, 2020 | 60.72% |
July 31, 2020 | 60.72% |
June 30, 2020 | 60.72% |
May 31, 2020 | 60.72% |
April 30, 2020 | 60.72% |
March 31, 2020 | 60.72% |
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
28.95%
Minimum
May 2019
60.72%
Maximum
Mar 2020
55.42%
Average
60.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Carnival PLC | 91.43% |
Capri Holdings Ltd | 90.03% |
Selina Hospitality PLC | -- |
Perfect Moment Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.044 |
Beta (5Y) | 1.159 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.16% |
Historical Sharpe Ratio (5Y) | 0.2238 |
Historical Sortino (5Y) | 0.3065 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.62% |