Vail Resorts Inc (MTN)
220.18
+1.46
(+0.67%)
USD |
NYSE |
Mar 27, 16:00
220.69
+0.51
(+0.23%)
Pre-Market: 20:00
Vail Resorts Max Drawdown (5Y): 53.81% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 53.81% |
January 31, 2024 | 53.81% |
December 31, 2023 | 53.81% |
November 30, 2023 | 53.81% |
October 31, 2023 | 53.81% |
September 30, 2023 | 53.81% |
August 31, 2023 | 53.81% |
July 31, 2023 | 53.81% |
June 30, 2023 | 53.81% |
May 31, 2023 | 53.81% |
April 30, 2023 | 53.81% |
March 31, 2023 | 53.81% |
February 28, 2023 | 53.81% |
January 31, 2023 | 53.81% |
December 31, 2022 | 53.81% |
November 30, 2022 | 53.81% |
October 31, 2022 | 53.81% |
September 30, 2022 | 53.81% |
August 31, 2022 | 53.81% |
July 31, 2022 | 53.81% |
June 30, 2022 | 53.81% |
May 31, 2022 | 53.81% |
April 30, 2022 | 53.81% |
March 31, 2022 | 53.81% |
February 28, 2022 | 53.81% |
Date | Value |
---|---|
January 31, 2022 | 53.81% |
December 31, 2021 | 53.81% |
November 30, 2021 | 53.81% |
October 31, 2021 | 53.81% |
September 30, 2021 | 53.81% |
August 31, 2021 | 53.81% |
July 31, 2021 | 53.81% |
June 30, 2021 | 53.81% |
May 31, 2021 | 53.81% |
April 30, 2021 | 53.81% |
March 31, 2021 | 53.81% |
February 28, 2021 | 53.81% |
January 31, 2021 | 53.81% |
December 31, 2020 | 53.81% |
November 30, 2020 | 53.81% |
October 31, 2020 | 53.81% |
September 30, 2020 | 53.81% |
August 31, 2020 | 53.81% |
July 31, 2020 | 53.81% |
June 30, 2020 | 53.81% |
May 31, 2020 | 53.81% |
April 30, 2020 | 53.81% |
March 31, 2020 | 50.85% |
February 29, 2020 | 39.24% |
January 31, 2020 | 39.24% |
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
39.24%
Minimum
Mar 2019
53.81%
Maximum
Apr 2020
50.84%
Average
53.81%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Hyatt Hotels Corp | 60.53% |
Choice Hotels International Inc | 50.50% |
The Intergroup Corp | 71.55% |
Marriott International Inc | 61.26% |
LuxUrban Hotels Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.89 |
Beta (5Y) | 1.120 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.89% |
Historical Sharpe Ratio (5Y) | 0.0798 |
Historical Sortino (5Y) | 0.1071 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.23% |