Maxus Realty Trust Inc (MRTI)
68.25
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Maxus Realty Trust Max Drawdown (5Y): 49.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 49.06% |
| March 31, 2024 | 47.55% |
| February 29, 2024 | 47.55% |
| January 31, 2024 | 47.55% |
| December 31, 2023 | 47.55% |
| November 30, 2023 | 47.55% |
| October 31, 2023 | 47.55% |
| September 30, 2023 | 47.28% |
| August 31, 2023 | 44.40% |
| July 31, 2023 | 44.40% |
| June 30, 2023 | 44.40% |
| May 31, 2023 | 41.28% |
| April 30, 2023 | 32.34% |
| March 31, 2023 | 32.34% |
| February 28, 2023 | 29.74% |
| January 31, 2023 | 29.74% |
| December 31, 2022 | 29.74% |
| November 30, 2022 | 29.74% |
| October 31, 2022 | 24.28% |
| September 30, 2022 | 24.28% |
| August 31, 2022 | 24.28% |
| July 31, 2022 | 24.28% |
| June 30, 2022 | 24.28% |
| May 31, 2022 | 22.79% |
| April 30, 2022 | 22.79% |
| Date | Value |
|---|---|
| March 31, 2022 | 22.79% |
| February 28, 2022 | 24.56% |
| January 31, 2022 | 26.22% |
| December 31, 2021 | 27.78% |
| November 30, 2021 | 27.78% |
| October 31, 2021 | 27.78% |
| September 30, 2021 | 27.78% |
| August 31, 2021 | 27.78% |
| July 31, 2021 | 29.27% |
| June 30, 2021 | 29.27% |
| May 31, 2021 | 30.94% |
| April 30, 2021 | 31.22% |
| March 31, 2021 | 31.22% |
| February 28, 2021 | 32.58% |
| January 31, 2021 | 35.37% |
| December 31, 2020 | 35.37% |
| November 30, 2020 | 35.37% |
| October 31, 2020 | 35.37% |
| September 30, 2020 | 35.37% |
| August 31, 2020 | 35.37% |
| July 31, 2020 | 35.37% |
| June 30, 2020 | 35.37% |
| May 31, 2020 | 35.37% |
| April 30, 2020 | 35.37% |
| March 31, 2020 | 35.37% |
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
22.79%
Minimum
Mar 2022
49.06%
Maximum
Apr 2024
34.11%
Average
35.37%
Median
May 2019
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) | 13.01 |
| Beta (5Y) | 0.071 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.09% |
| Historical Sharpe Ratio (5Y) | 0.313 |
| Historical Sortino (5Y) | 0.7342 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.18% |