Marriott Vacations Worldwide Corp (VAC)
91.93
+1.55
(+1.72%)
USD |
NYSE |
Nov 21, 16:00
90.62
-1.31
(-1.42%)
Pre-Market: 05:17
Marriott Vacations Worldwide Max Drawdown (5Y): 74.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 74.89% |
September 30, 2024 | 74.89% |
August 31, 2024 | 74.89% |
July 31, 2024 | 74.89% |
June 30, 2024 | 74.89% |
May 31, 2024 | 74.89% |
April 30, 2024 | 74.89% |
March 31, 2024 | 74.89% |
February 29, 2024 | 74.89% |
January 31, 2024 | 74.89% |
December 31, 2023 | 74.89% |
November 30, 2023 | 74.89% |
October 31, 2023 | 74.89% |
September 30, 2023 | 74.89% |
August 31, 2023 | 74.89% |
July 31, 2023 | 74.89% |
June 30, 2023 | 74.89% |
May 31, 2023 | 74.89% |
April 30, 2023 | 74.89% |
March 31, 2023 | 74.89% |
February 28, 2023 | 74.89% |
January 31, 2023 | 74.89% |
December 31, 2022 | 74.89% |
November 30, 2022 | 74.89% |
October 31, 2022 | 74.89% |
Date | Value |
---|---|
September 30, 2022 | 74.89% |
August 31, 2022 | 74.89% |
July 31, 2022 | 74.89% |
June 30, 2022 | 74.89% |
May 31, 2022 | 74.89% |
April 30, 2022 | 74.89% |
March 31, 2022 | 74.89% |
February 28, 2022 | 74.89% |
January 31, 2022 | 74.89% |
December 31, 2021 | 74.89% |
November 30, 2021 | 74.89% |
October 31, 2021 | 74.89% |
September 30, 2021 | 74.89% |
August 31, 2021 | 74.89% |
July 31, 2021 | 74.89% |
June 30, 2021 | 74.89% |
May 31, 2021 | 74.89% |
April 30, 2021 | 74.89% |
March 31, 2021 | 74.89% |
February 28, 2021 | 74.89% |
January 31, 2021 | 74.89% |
December 31, 2020 | 74.89% |
November 30, 2020 | 74.89% |
October 31, 2020 | 74.89% |
September 30, 2020 | 74.89% |
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
59.13%
Minimum
Nov 2019
74.89%
Maximum
Mar 2020
73.84%
Average
74.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hilton Grand Vacations Inc | 77.74% |
Civeo Corp | 92.67% |
Marriott International Inc | 61.26% |
Vail Resorts Inc | 53.81% |
Hyatt Hotels Corp | 60.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -30.69 |
Beta (5Y) | 1.790 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.04% |
Historical Sharpe Ratio (5Y) | -0.1647 |
Historical Sortino (5Y) | -0.2455 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.42% |