InterContinental Hotels Group PLC (IHG)

126.66 +0.79 (+0.63%) USD  |  NYSE  |  Dec 23, 16:00
126.66 0.00 (0.00%) After-Hours: 20:00
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InterContinental Hotels Group Max Drawdown (5Y): 59.29% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Carnival PLC 91.43%
Capri Holdings Ltd 90.03%
International Game Technology PLC 85.91%
Amcor PLC 47.24%
Perfect Moment Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.362
Beta (5Y) 1.314
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.77%
Historical Sharpe Ratio (5Y) 0.3906
Historical Sortino (5Y) 0.5162
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.76%