Community Healthcare Trust Inc (CHCT)
24.37
-0.55
(-2.21%)
USD |
NYSE |
May 03, 16:00
24.36
-0.01
(-0.04%)
After-Hours: 20:00
Community Healthcare Trust Max Drawdown (5Y): 57.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.45% |
March 31, 2024 | 57.45% |
February 29, 2024 | 57.45% |
January 31, 2024 | 57.45% |
December 31, 2023 | 57.45% |
November 30, 2023 | 57.45% |
October 31, 2023 | 57.45% |
September 30, 2023 | 57.45% |
August 31, 2023 | 57.45% |
July 31, 2023 | 57.45% |
June 30, 2023 | 57.45% |
May 31, 2023 | 57.45% |
April 30, 2023 | 57.45% |
March 31, 2023 | 57.45% |
February 28, 2023 | 57.45% |
January 31, 2023 | 57.45% |
December 31, 2022 | 57.45% |
November 30, 2022 | 57.45% |
October 31, 2022 | 57.45% |
September 30, 2022 | 57.45% |
August 31, 2022 | 57.45% |
July 31, 2022 | 57.45% |
June 30, 2022 | 57.45% |
May 31, 2022 | 57.45% |
April 30, 2022 | 57.45% |
Date | Value |
---|---|
March 31, 2022 | 57.45% |
February 28, 2022 | 57.45% |
January 31, 2022 | 57.45% |
December 31, 2021 | 57.45% |
November 30, 2021 | 57.45% |
October 31, 2021 | 57.45% |
September 30, 2021 | 57.45% |
August 31, 2021 | 57.45% |
July 31, 2021 | 57.45% |
June 30, 2021 | 57.45% |
May 31, 2021 | 57.45% |
April 30, 2021 | 57.45% |
March 31, 2021 | 57.45% |
February 28, 2021 | 57.45% |
January 31, 2021 | 57.45% |
December 31, 2020 | 57.45% |
November 30, 2020 | 57.45% |
October 31, 2020 | 57.45% |
September 30, 2020 | 57.45% |
August 31, 2020 | 57.45% |
July 31, 2020 | 57.45% |
June 30, 2020 | 57.45% |
May 31, 2020 | 57.45% |
April 30, 2020 | 57.45% |
March 31, 2020 | 57.45% |
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
20.71%
Minimum
May 2019
57.45%
Maximum
Mar 2020
51.32%
Average
57.45%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Highwoods Properties Inc | 58.98% |
CoStar Group Inc | 46.59% |
New Concept Energy Inc | 96.36% |
InnSuites Hospitality Trust | 91.17% |
Power REIT | 99.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.14 |
Beta (5Y) | 0.6419 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.69% |
Historical Sharpe Ratio (5Y) | -0.1298 |
Historical Sortino (5Y) | -0.164 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.76% |