Capital Properties Inc (CPTP)
10.20
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Capital Properties Max Drawdown (5Y): 32.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 32.28% |
| March 31, 2024 | 31.62% |
| February 29, 2024 | 30.67% |
| January 31, 2024 | 30.67% |
| December 31, 2023 | 30.67% |
| November 30, 2023 | 30.67% |
| October 31, 2023 | 30.67% |
| September 30, 2023 | 30.67% |
| August 31, 2023 | 30.67% |
| July 31, 2023 | 30.67% |
| June 30, 2023 | 30.67% |
| May 31, 2023 | 30.67% |
| April 30, 2023 | 30.67% |
| March 31, 2023 | 30.13% |
| February 28, 2023 | 30.13% |
| January 31, 2023 | 30.13% |
| December 31, 2022 | 29.17% |
| November 30, 2022 | 28.97% |
| October 31, 2022 | 28.97% |
| September 30, 2022 | 28.33% |
| August 31, 2022 | 27.72% |
| July 31, 2022 | 27.72% |
| June 30, 2022 | 27.72% |
| May 31, 2022 | 27.72% |
| April 30, 2022 | 27.72% |
| Date | Value |
|---|---|
| March 31, 2022 | 27.72% |
| February 28, 2022 | 27.72% |
| January 31, 2022 | 27.72% |
| December 31, 2021 | 27.72% |
| November 30, 2021 | 27.72% |
| October 31, 2021 | 27.72% |
| September 30, 2021 | 27.72% |
| August 31, 2021 | 27.72% |
| July 31, 2021 | 27.72% |
| June 30, 2021 | 27.72% |
| May 31, 2021 | 27.72% |
| April 30, 2021 | 27.72% |
| March 31, 2021 | 27.72% |
| February 28, 2021 | 27.72% |
| January 31, 2021 | 27.72% |
| December 31, 2020 | 27.72% |
| November 30, 2020 | 27.72% |
| October 31, 2020 | 27.72% |
| September 30, 2020 | 27.72% |
| August 31, 2020 | 27.72% |
| July 31, 2020 | 27.72% |
| June 30, 2020 | 27.72% |
| May 31, 2020 | 27.57% |
| April 30, 2020 | 27.10% |
| March 31, 2020 | 27.10% |
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
27.10%
Minimum
May 2019
32.28%
Maximum
Apr 2024
28.47%
Average
27.72%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| CoStar Group Inc | 46.59% |
| New Concept Energy Inc | 96.36% |
| Gyrodyne LLC | 63.14% |
| InnSuites Hospitality Trust | 91.17% |
| Power REIT | 99.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.602 |
| Beta (5Y) | 0.1868 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.81% |
| Historical Sharpe Ratio (5Y) | -0.3292 |
| Historical Sortino (5Y) | -0.4718 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.44% |