Marriott International Inc (MAR)
283.41
+3.23
(+1.15%)
USD |
NASDAQ |
Nov 21, 16:00
283.41
0.00 (0.00%)
After-Hours: 20:00
Marriott International Max Drawdown (5Y): 61.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.26% |
| September 30, 2024 | 61.26% |
| August 31, 2024 | 61.26% |
| July 31, 2024 | 61.26% |
| June 30, 2024 | 61.26% |
| May 31, 2024 | 61.26% |
| April 30, 2024 | 61.26% |
| March 31, 2024 | 61.26% |
| February 29, 2024 | 61.26% |
| January 31, 2024 | 61.26% |
| December 31, 2023 | 61.26% |
| November 30, 2023 | 61.26% |
| October 31, 2023 | 61.26% |
| September 30, 2023 | 61.26% |
| August 31, 2023 | 61.26% |
| July 31, 2023 | 61.26% |
| June 30, 2023 | 61.26% |
| May 31, 2023 | 61.26% |
| April 30, 2023 | 61.26% |
| March 31, 2023 | 61.26% |
| February 28, 2023 | 61.26% |
| January 31, 2023 | 61.26% |
| December 31, 2022 | 61.26% |
| November 30, 2022 | 61.26% |
| October 31, 2022 | 61.26% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.26% |
| August 31, 2022 | 61.26% |
| July 31, 2022 | 61.26% |
| June 30, 2022 | 61.26% |
| May 31, 2022 | 61.26% |
| April 30, 2022 | 61.26% |
| March 31, 2022 | 61.26% |
| February 28, 2022 | 61.26% |
| January 31, 2022 | 61.26% |
| December 31, 2021 | 61.26% |
| November 30, 2021 | 61.26% |
| October 31, 2021 | 61.26% |
| September 30, 2021 | 61.26% |
| August 31, 2021 | 61.26% |
| July 31, 2021 | 61.26% |
| June 30, 2021 | 61.26% |
| May 31, 2021 | 61.26% |
| April 30, 2021 | 61.26% |
| March 31, 2021 | 61.26% |
| February 28, 2021 | 61.26% |
| January 31, 2021 | 61.26% |
| December 31, 2020 | 61.26% |
| November 30, 2020 | 61.26% |
| October 31, 2020 | 61.26% |
| September 30, 2020 | 61.26% |
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
30.92%
Minimum
Nov 2019
61.26%
Maximum
Apr 2020
59.19%
Average
61.26%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Hyatt Hotels Corp | 60.53% |
| Hilton Worldwide Holdings Inc | 50.82% |
| Las Vegas Sands Corp | 58.81% |
| MGM Resorts International | 80.40% |
| Sonder Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.542 |
| Beta (5Y) | 1.581 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.59% |
| Historical Sharpe Ratio (5Y) | 0.3789 |
| Historical Sortino (5Y) | 0.4744 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.96% |