The Intergroup Corp (INTG)

14.23 +0.05 (+0.35%) USD  |  NASDAQ  |  Dec 20, 16:00
14.23 0.00 (0.00%) After-Hours: 20:00
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Intergroup Max Drawdown (5Y): 76.49% 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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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) -23.42
Beta (5Y) 0.2770
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.01%
Historical Sharpe Ratio (5Y) -0.5329
Historical Sortino (5Y) -0.9185
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.43%