Creative Media & Community Trust (CMCT)
3.04
+0.04
(+1.33%)
USD |
NASDAQ |
May 16, 16:00
3.04
0.00 (0.00%)
After-Hours: 20:00
Creative Media & Community Trust Max Drawdown (5Y): 89.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 89.21% |
| March 31, 2024 | 89.21% |
| February 29, 2024 | 89.21% |
| January 31, 2024 | 89.15% |
| December 31, 2023 | 89.15% |
| November 30, 2023 | 87.78% |
| October 31, 2023 | 87.78% |
| September 30, 2023 | 87.78% |
| August 31, 2023 | 87.78% |
| July 31, 2023 | 87.78% |
| June 30, 2023 | 87.78% |
| May 31, 2023 | 87.78% |
| April 30, 2023 | 87.78% |
| March 31, 2023 | 87.78% |
| February 28, 2023 | 84.74% |
| January 31, 2023 | 84.74% |
| December 31, 2022 | 84.74% |
| November 30, 2022 | 82.09% |
| October 31, 2022 | 82.09% |
| September 30, 2022 | 82.09% |
| August 31, 2022 | 82.09% |
| July 31, 2022 | 82.09% |
| June 30, 2022 | 82.09% |
| May 31, 2022 | 82.09% |
| April 30, 2022 | 82.09% |
| Date | Value |
|---|---|
| March 31, 2022 | 82.09% |
| February 28, 2022 | 82.09% |
| January 31, 2022 | 82.09% |
| December 31, 2021 | 82.09% |
| November 30, 2021 | 82.09% |
| October 31, 2021 | 82.09% |
| September 30, 2021 | 82.09% |
| August 31, 2021 | 82.09% |
| July 31, 2021 | 82.09% |
| June 30, 2021 | 82.09% |
| May 31, 2021 | 82.09% |
| April 30, 2021 | 82.09% |
| March 31, 2021 | 82.09% |
| February 28, 2021 | 82.09% |
| January 31, 2021 | 82.09% |
| December 31, 2020 | 82.09% |
| November 30, 2020 | 82.09% |
| October 31, 2020 | 82.09% |
| September 30, 2020 | 82.09% |
| August 31, 2020 | 82.09% |
| July 31, 2020 | 82.09% |
| June 30, 2020 | 82.09% |
| May 31, 2020 | 82.09% |
| April 30, 2020 | 82.09% |
| March 31, 2020 | 82.09% |
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
68.36%
Minimum
Nov 2019
89.21%
Maximum
Feb 2024
81.47%
Average
82.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Franklin Street Properties Corp | 83.78% |
| Service Properties Trust | 83.90% |
| Host Hotels & Resorts Inc | 55.10% |
| Sotherly Hotels Inc | 83.68% |
| J. W. Mays Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.88 |
| Beta (5Y) | 0.526 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.99% |
| Historical Sharpe Ratio (5Y) | -0.7453 |
| Historical Sortino (5Y) | -0.9678 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.97% |