The Intergroup Corp (INTG)
13.98
-0.04
(-0.29%)
USD |
NASDAQ |
Nov 21, 16:00
14.10
+0.12
(+0.86%)
After-Hours: 20:00
Intergroup Max Drawdown (5Y): 76.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.47% |
| September 30, 2024 | 75.00% |
| August 31, 2024 | 71.55% |
| July 31, 2024 | 71.55% |
| June 30, 2024 | 71.55% |
| May 31, 2024 | 71.55% |
| April 30, 2024 | 71.55% |
| March 31, 2024 | 71.55% |
| February 29, 2024 | 71.55% |
| January 31, 2024 | 71.55% |
| December 31, 2023 | 71.55% |
| November 30, 2023 | 62.79% |
| October 31, 2023 | 53.81% |
| September 30, 2023 | 48.88% |
| August 31, 2023 | 42.24% |
| July 31, 2023 | 42.24% |
| June 30, 2023 | 42.24% |
| May 31, 2023 | 42.24% |
| April 30, 2023 | 36.47% |
| March 31, 2023 | 37.21% |
| February 28, 2023 | 38.16% |
| January 31, 2023 | 38.98% |
| December 31, 2022 | 38.98% |
| November 30, 2022 | 38.98% |
| October 31, 2022 | 38.98% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.98% |
| August 31, 2022 | 38.98% |
| July 31, 2022 | 38.98% |
| June 30, 2022 | 38.98% |
| May 31, 2022 | 38.98% |
| April 30, 2022 | 38.98% |
| March 31, 2022 | 38.98% |
| February 28, 2022 | 38.98% |
| January 31, 2022 | 38.98% |
| December 31, 2021 | 38.98% |
| November 30, 2021 | 38.98% |
| October 31, 2021 | 39.33% |
| September 30, 2021 | 40.20% |
| August 31, 2021 | 40.20% |
| July 31, 2021 | 40.20% |
| June 30, 2021 | 40.20% |
| May 31, 2021 | 40.20% |
| April 30, 2021 | 40.20% |
| March 31, 2021 | 40.20% |
| February 28, 2021 | 40.20% |
| January 31, 2021 | 40.20% |
| December 31, 2020 | 40.20% |
| November 30, 2020 | 40.20% |
| October 31, 2020 | 40.20% |
| September 30, 2020 | 40.20% |
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
36.47%
Minimum
Apr 2023
76.47%
Maximum
Oct 2024
46.50%
Average
40.20%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Choice Hotels International Inc | 50.50% |
| Marriott International Inc | 61.26% |
| Vail Resorts Inc | 53.81% |
| Hyatt Hotels Corp | 60.53% |
| LuxUrban Hotels Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.06 |
| Beta (5Y) | 0.3176 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.95% |
| Historical Sharpe Ratio (5Y) | -0.4319 |
| Historical Sortino (5Y) | -0.741 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.43% |