The Intergroup Corp (INTG)
13.48
-0.30
(-2.18%)
USD |
NASDAQ |
Apr 25, 16:00
13.32
-0.16
(-1.19%)
After-Hours: 20:00
Intergroup Max Drawdown (5Y): 80.98% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Portsmouth Square Inc | 98.63% |
| Choice Hotels International Inc | 49.78% |
| Marriott International Inc | 61.26% |
| Vail Resorts Inc | 53.81% |
| Hyatt Hotels Corp | 56.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.35 |
| Beta (5Y) | 0.1710 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.72% |
| Historical Sharpe Ratio (5Y) | -0.5211 |
| Historical Sortino (5Y) | -0.9159 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.93% |