Wyndham Hotels & Resorts Inc (WH)
96.65
+0.26
(+0.27%)
USD |
NYSE |
Nov 22, 09:37
Wyndham Hotels & Resorts Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Choice Hotels International Inc | 50.50% |
| Marriott International Inc | 61.26% |
| The Intergroup Corp | 76.47% |
| Vail Resorts Inc | 53.81% |
| LuxUrban Hotels Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.132 |
| Beta (5Y) | 1.312 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.97% |
| Historical Sharpe Ratio (5Y) | 0.2653 |
| Historical Sortino (5Y) | 0.3139 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.42% |