InterContinental Hotels Group PLC (IHG)
97.39
-1.95
(-1.96%)
USD |
NYSE |
May 03, 12:12
InterContinental Hotels Group Max Drawdown (5Y): 59.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.29% |
March 31, 2024 | 59.29% |
February 29, 2024 | 59.29% |
January 31, 2024 | 59.29% |
December 31, 2023 | 59.29% |
November 30, 2023 | 59.29% |
October 31, 2023 | 59.29% |
September 30, 2023 | 59.29% |
August 31, 2023 | 59.29% |
July 31, 2023 | 59.29% |
June 30, 2023 | 59.29% |
May 31, 2023 | 59.29% |
April 30, 2023 | 59.29% |
March 31, 2023 | 59.29% |
February 28, 2023 | 59.29% |
January 31, 2023 | 59.29% |
December 31, 2022 | 59.29% |
November 30, 2022 | 59.29% |
October 31, 2022 | 59.29% |
September 30, 2022 | 59.29% |
August 31, 2022 | 59.29% |
July 31, 2022 | 59.29% |
June 30, 2022 | 59.29% |
May 31, 2022 | 59.29% |
April 30, 2022 | 59.29% |
Date | Value |
---|---|
March 31, 2022 | 59.29% |
February 28, 2022 | 59.29% |
January 31, 2022 | 59.29% |
December 31, 2021 | 59.29% |
November 30, 2021 | 59.29% |
October 31, 2021 | 59.29% |
September 30, 2021 | 59.29% |
August 31, 2021 | 59.29% |
July 31, 2021 | 59.29% |
June 30, 2021 | 59.29% |
May 31, 2021 | 59.29% |
April 30, 2021 | 59.29% |
March 31, 2021 | 59.29% |
February 28, 2021 | 59.29% |
January 31, 2021 | 59.29% |
December 31, 2020 | 59.29% |
November 30, 2020 | 59.29% |
October 31, 2020 | 59.29% |
September 30, 2020 | 59.29% |
August 31, 2020 | 59.29% |
July 31, 2020 | 59.29% |
June 30, 2020 | 59.29% |
May 31, 2020 | 59.29% |
April 30, 2020 | 59.29% |
March 31, 2020 | 59.29% |
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
25.71%
Minimum
May 2019
59.29%
Maximum
Mar 2020
53.69%
Average
59.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Carnival PLC | 91.43% |
Capri Holdings Ltd | 90.03% |
International Game Technology PLC | 85.91% |
Selina Hospitality PLC | -- |
Perfect Moment Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.610 |
Beta (5Y) | 1.265 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.58% |
Historical Sharpe Ratio (5Y) | 0.2228 |
Historical Sortino (5Y) | 0.3017 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.33% |