Cherry Hill Mortgage Investment Corp (CHMI)
3.51
+0.02
(+0.57%)
USD |
NYSE |
May 03, 16:00
3.50
-0.01
(-0.28%)
Pre-Market: 20:00
Cherry Hill Mortgage Investment Max Drawdown (5Y): 81.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 81.78% |
March 31, 2024 | 81.78% |
February 29, 2024 | 81.78% |
January 31, 2024 | 81.78% |
December 31, 2023 | 81.78% |
November 30, 2023 | 81.78% |
October 31, 2023 | 81.78% |
September 30, 2023 | 81.78% |
August 31, 2023 | 81.78% |
July 31, 2023 | 81.78% |
June 30, 2023 | 81.78% |
May 31, 2023 | 81.78% |
April 30, 2023 | 81.78% |
March 31, 2023 | 81.78% |
February 28, 2023 | 81.78% |
January 31, 2023 | 81.78% |
December 31, 2022 | 81.78% |
November 30, 2022 | 81.78% |
October 31, 2022 | 81.78% |
September 30, 2022 | 81.78% |
August 31, 2022 | 81.78% |
July 31, 2022 | 81.78% |
June 30, 2022 | 81.78% |
May 31, 2022 | 81.78% |
April 30, 2022 | 81.78% |
Date | Value |
---|---|
March 31, 2022 | 81.78% |
February 28, 2022 | 81.78% |
January 31, 2022 | 81.78% |
December 31, 2021 | 81.78% |
November 30, 2021 | 81.78% |
October 31, 2021 | 81.78% |
September 30, 2021 | 81.78% |
August 31, 2021 | 81.78% |
July 31, 2021 | 81.78% |
June 30, 2021 | 81.78% |
May 31, 2021 | 81.78% |
April 30, 2021 | 81.78% |
March 31, 2021 | 81.78% |
February 28, 2021 | 81.78% |
January 31, 2021 | 81.78% |
December 31, 2020 | 81.78% |
November 30, 2020 | 81.78% |
October 31, 2020 | 81.78% |
September 30, 2020 | 81.78% |
August 31, 2020 | 81.78% |
July 31, 2020 | 81.78% |
June 30, 2020 | 81.78% |
May 31, 2020 | 81.78% |
April 30, 2020 | 81.78% |
March 31, 2020 | 71.73% |
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
25.37%
Minimum
May 2019
81.78%
Maximum
Apr 2020
73.10%
Average
81.78%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
AvalonBay Communities Inc | 46.91% |
Camden Property Trust | 50.23% |
Equity Residential | 45.85% |
Essex Property Trust Inc | 44.85% |
Mid-America Apartment Communities Inc | 45.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -34.60 |
Beta (5Y) | 1.450 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.96% |
Historical Sharpe Ratio (5Y) | -0.3765 |
Historical Sortino (5Y) | -0.4887 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.09% |