First Real Estate Investment Trust of New Jersey Inc (FREVS)
16.50
-0.50
(-2.94%)
USD |
OTCM |
May 22, 12:57
First Real Estate Investment Trust of New Jersey Max Drawdown (5Y): 48.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.90% |
March 31, 2024 | 48.90% |
February 29, 2024 | 48.90% |
January 31, 2024 | 48.90% |
December 31, 2023 | 48.90% |
November 30, 2023 | 48.90% |
October 31, 2023 | 48.90% |
September 30, 2023 | 48.90% |
August 31, 2023 | 48.90% |
July 31, 2023 | 48.90% |
June 30, 2023 | 48.90% |
May 31, 2023 | 48.90% |
April 30, 2023 | 48.90% |
March 31, 2023 | 48.90% |
February 28, 2023 | 48.90% |
January 31, 2023 | 48.90% |
December 31, 2022 | 48.90% |
November 30, 2022 | 48.90% |
October 31, 2022 | 48.90% |
September 30, 2022 | 48.90% |
August 31, 2022 | 48.90% |
July 31, 2022 | 48.90% |
June 30, 2022 | 48.90% |
May 31, 2022 | 48.90% |
April 30, 2022 | 48.90% |
Date | Value |
---|---|
March 31, 2022 | 48.90% |
February 28, 2022 | 48.90% |
January 31, 2022 | 48.90% |
December 31, 2021 | 48.90% |
November 30, 2021 | 48.90% |
October 31, 2021 | 48.90% |
September 30, 2021 | 48.90% |
August 31, 2021 | 48.90% |
July 31, 2021 | 48.90% |
June 30, 2021 | 48.90% |
May 31, 2021 | 48.90% |
April 30, 2021 | 48.90% |
March 31, 2021 | 48.90% |
February 28, 2021 | 48.90% |
January 31, 2021 | 48.90% |
December 31, 2020 | 48.90% |
November 30, 2020 | 48.90% |
October 31, 2020 | 48.90% |
September 30, 2020 | 43.11% |
August 31, 2020 | 43.03% |
July 31, 2020 | 43.03% |
June 30, 2020 | 42.52% |
May 31, 2020 | 41.25% |
April 30, 2020 | 41.25% |
March 31, 2020 | 41.25% |
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
41.25%
Minimum
May 2019
48.90%
Maximum
Oct 2020
46.85%
Average
48.90%
Median
Oct 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) | 2.742 |
Beta (5Y) | 0.4673 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.14% |
Historical Sharpe Ratio (5Y) | 0.2084 |
Historical Sortino (5Y) | 0.4481 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.11% |