CareTrust REIT Inc (CTRE)
25.61
+0.24
(+0.95%)
USD |
NYSE |
May 21, 16:00
25.52
-0.09
(-0.35%)
After-Hours: 20:00
CareTrust REIT Max Drawdown (5Y): 67.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.44% |
March 31, 2024 | 67.44% |
February 29, 2024 | 67.44% |
January 31, 2024 | 67.44% |
December 31, 2023 | 67.44% |
November 30, 2023 | 67.44% |
October 31, 2023 | 67.44% |
September 30, 2023 | 67.44% |
August 31, 2023 | 67.44% |
July 31, 2023 | 67.44% |
June 30, 2023 | 67.44% |
May 31, 2023 | 67.44% |
April 30, 2023 | 67.44% |
March 31, 2023 | 67.44% |
February 28, 2023 | 67.44% |
January 31, 2023 | 67.44% |
December 31, 2022 | 67.44% |
November 30, 2022 | 67.44% |
October 31, 2022 | 67.44% |
September 30, 2022 | 67.44% |
August 31, 2022 | 67.44% |
July 31, 2022 | 67.44% |
June 30, 2022 | 67.44% |
May 31, 2022 | 67.44% |
April 30, 2022 | 67.44% |
Date | Value |
---|---|
March 31, 2022 | 67.44% |
February 28, 2022 | 67.44% |
January 31, 2022 | 67.44% |
December 31, 2021 | 67.44% |
November 30, 2021 | 67.44% |
October 31, 2021 | 67.44% |
September 30, 2021 | 67.44% |
August 31, 2021 | 67.44% |
July 31, 2021 | 67.44% |
June 30, 2021 | 67.44% |
May 31, 2021 | 67.44% |
April 30, 2021 | 67.44% |
March 31, 2021 | 67.44% |
February 28, 2021 | 67.44% |
January 31, 2021 | 67.44% |
December 31, 2020 | 67.44% |
November 30, 2020 | 67.44% |
October 31, 2020 | 67.44% |
September 30, 2020 | 67.44% |
August 31, 2020 | 67.44% |
July 31, 2020 | 67.44% |
June 30, 2020 | 67.44% |
May 31, 2020 | 67.44% |
April 30, 2020 | 67.44% |
March 31, 2020 | 67.44% |
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
32.71%
Minimum
Aug 2019
67.44%
Maximum
Mar 2020
61.91%
Average
67.44%
Median
Mar 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) | -7.856 |
Beta (5Y) | 1.032 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.35% |
Historical Sharpe Ratio (5Y) | 0.1061 |
Historical Sortino (5Y) | 0.1276 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.71% |