AGNC Investment Corp (AGNC)
9.25
+0.10
(+1.09%)
USD |
NASDAQ |
May 01, 16:00
9.26
+0.01
(+0.11%)
After-Hours: 20:00
AGNC Investment Max Drawdown (5Y): 54.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.54% |
March 31, 2024 | 54.54% |
February 29, 2024 | 54.54% |
January 31, 2024 | 54.54% |
December 31, 2023 | 54.54% |
November 30, 2023 | 54.54% |
October 31, 2023 | 54.54% |
September 30, 2023 | 54.54% |
August 31, 2023 | 54.54% |
July 31, 2023 | 54.54% |
June 30, 2023 | 54.54% |
May 31, 2023 | 54.54% |
April 30, 2023 | 54.54% |
March 31, 2023 | 54.54% |
February 28, 2023 | 54.54% |
January 31, 2023 | 54.54% |
December 31, 2022 | 54.54% |
November 30, 2022 | 54.54% |
October 31, 2022 | 54.54% |
September 30, 2022 | 51.76% |
August 31, 2022 | 51.76% |
July 31, 2022 | 51.76% |
June 30, 2022 | 51.76% |
May 31, 2022 | 51.76% |
April 30, 2022 | 51.76% |
Date | Value |
---|---|
March 31, 2022 | 51.76% |
February 28, 2022 | 51.76% |
January 31, 2022 | 51.76% |
December 31, 2021 | 51.76% |
November 30, 2021 | 51.76% |
October 31, 2021 | 51.76% |
September 30, 2021 | 51.76% |
August 31, 2021 | 51.76% |
July 31, 2021 | 51.76% |
June 30, 2021 | 51.76% |
May 31, 2021 | 51.76% |
April 30, 2021 | 51.76% |
March 31, 2021 | 51.76% |
February 28, 2021 | 51.76% |
January 31, 2021 | 51.76% |
December 31, 2020 | 51.76% |
November 30, 2020 | 51.76% |
October 31, 2020 | 51.76% |
September 30, 2020 | 51.76% |
August 31, 2020 | 51.76% |
July 31, 2020 | 51.76% |
June 30, 2020 | 51.76% |
May 31, 2020 | 51.76% |
April 30, 2020 | 51.76% |
March 31, 2020 | 51.76% |
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
31.30%
Minimum
May 2019
54.54%
Maximum
Oct 2022
49.23%
Average
51.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Annaly Capital Management Inc | 60.03% |
AvalonBay Communities Inc | 46.91% |
Camden Property Trust | 50.23% |
Equity Residential | 45.85% |
Essex Property Trust Inc | 44.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.80 |
Beta (5Y) | 1.457 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.78% |
Historical Sharpe Ratio (5Y) | -0.1027 |
Historical Sortino (5Y) | -0.1132 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.57% |