Park Hotels & Resorts Inc (PK)
15.76
-0.19
(-1.19%)
USD |
NYSE |
May 10, 16:00
15.71
-0.05
(-0.32%)
After-Hours: 18:26
Park Hotels & Resorts Max Drawdown (5Y): 84.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.23% |
March 31, 2024 | 84.23% |
February 29, 2024 | 84.23% |
January 31, 2024 | 84.23% |
December 31, 2023 | 84.23% |
November 30, 2023 | 84.23% |
October 31, 2023 | 84.23% |
September 30, 2023 | 84.23% |
August 31, 2023 | 84.23% |
July 31, 2023 | 84.23% |
June 30, 2023 | 84.23% |
May 31, 2023 | 84.23% |
April 30, 2023 | 84.23% |
March 31, 2023 | 84.23% |
February 28, 2023 | 84.23% |
January 31, 2023 | 84.23% |
December 31, 2022 | 84.23% |
November 30, 2022 | 84.23% |
October 31, 2022 | 84.23% |
September 30, 2022 | 84.23% |
August 31, 2022 | 84.23% |
July 31, 2022 | 84.23% |
June 30, 2022 | 84.23% |
May 31, 2022 | 84.23% |
April 30, 2022 | 84.23% |
Date | Value |
---|---|
March 31, 2022 | 84.23% |
February 28, 2022 | 84.23% |
January 31, 2022 | 84.23% |
December 31, 2021 | 84.23% |
November 30, 2021 | 84.23% |
October 31, 2021 | 84.23% |
September 30, 2021 | 84.23% |
August 31, 2021 | 84.23% |
July 31, 2021 | 84.23% |
June 30, 2021 | 84.23% |
May 31, 2021 | 84.23% |
April 30, 2021 | 84.23% |
March 31, 2021 | 84.23% |
February 28, 2021 | 84.23% |
January 31, 2021 | 84.23% |
December 31, 2020 | 84.23% |
November 30, 2020 | 84.23% |
October 31, 2020 | 84.23% |
September 30, 2020 | 84.23% |
August 31, 2020 | 84.23% |
July 31, 2020 | 84.23% |
June 30, 2020 | 84.23% |
May 31, 2020 | 84.23% |
April 30, 2020 | 84.23% |
March 31, 2020 | 84.23% |
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
23.70%
Minimum
May 2019
84.23%
Maximum
Mar 2020
75.05%
Average
84.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ryman Hospitality Properties Inc | 84.58% |
Ashford Hospitality Trust Inc | 99.75% |
Braemar Hotels & Resorts Inc | 91.22% |
Apple Hospitality REIT Inc | 71.81% |
Innovative Industrial Properties Inc | 75.41% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.32 |
Beta (5Y) | 2.026 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.90% |
Historical Sharpe Ratio (5Y) | -0.1742 |
Historical Sortino (5Y) | -0.2386 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.54% |