Sunstone Hotel Investors Inc (SHO)
10.13
-0.31
(-2.97%)
USD |
NYSE |
Nov 14, 16:00
10.13
0.00 (0.00%)
Pre-Market: 20:00
Sunstone Hotel Investors Max Drawdown (5Y): 55.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.95% |
| September 30, 2024 | 55.95% |
| August 31, 2024 | 55.95% |
| July 31, 2024 | 55.95% |
| June 30, 2024 | 55.95% |
| May 31, 2024 | 55.95% |
| April 30, 2024 | 55.95% |
| March 31, 2024 | 55.95% |
| February 29, 2024 | 55.95% |
| January 31, 2024 | 55.95% |
| December 31, 2023 | 55.95% |
| November 30, 2023 | 55.95% |
| October 31, 2023 | 55.95% |
| September 30, 2023 | 55.95% |
| August 31, 2023 | 55.95% |
| July 31, 2023 | 55.95% |
| June 30, 2023 | 55.95% |
| May 31, 2023 | 55.95% |
| April 30, 2023 | 55.95% |
| March 31, 2023 | 55.95% |
| February 28, 2023 | 55.95% |
| January 31, 2023 | 55.95% |
| December 31, 2022 | 55.95% |
| November 30, 2022 | 55.95% |
| October 31, 2022 | 55.95% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.95% |
| August 31, 2022 | 55.95% |
| July 31, 2022 | 55.95% |
| June 30, 2022 | 55.95% |
| May 31, 2022 | 55.95% |
| April 30, 2022 | 55.95% |
| March 31, 2022 | 55.95% |
| February 28, 2022 | 55.95% |
| January 31, 2022 | 55.95% |
| December 31, 2021 | 55.95% |
| November 30, 2021 | 55.95% |
| October 31, 2021 | 55.95% |
| September 30, 2021 | 55.95% |
| August 31, 2021 | 55.95% |
| July 31, 2021 | 55.95% |
| June 30, 2021 | 55.95% |
| May 31, 2021 | 55.95% |
| April 30, 2021 | 55.95% |
| March 31, 2021 | 55.95% |
| February 28, 2021 | 55.95% |
| January 31, 2021 | 55.95% |
| December 31, 2020 | 55.95% |
| November 30, 2020 | 55.95% |
| October 31, 2020 | 55.95% |
| September 30, 2020 | 55.95% |
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
34.40%
Minimum
Nov 2019
55.95%
Maximum
Mar 2020
54.51%
Average
55.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Host Hotels & Resorts Inc | 55.10% |
| Medical Properties Trust Inc | 84.46% |
| Franklin Street Properties Corp | 83.78% |
| Service Properties Trust | 83.90% |
| J. W. Mays Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.00 |
| Beta (5Y) | 1.246 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.46% |
| Historical Sharpe Ratio (5Y) | -0.1719 |
| Historical Sortino (5Y) | -0.248 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.22% |