New England Realty Associates LP (NEN)
71.50
0.00 (0.00%)
USD |
NYAM |
May 20, 16:00
New England Realty Associates Max Drawdown (5Y): 41.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.91% |
March 31, 2024 | 41.91% |
February 29, 2024 | 41.91% |
January 31, 2024 | 41.91% |
December 31, 2023 | 41.91% |
November 30, 2023 | 41.91% |
October 31, 2023 | 41.91% |
September 30, 2023 | 41.91% |
August 31, 2023 | 41.91% |
July 31, 2023 | 41.91% |
June 30, 2023 | 41.91% |
May 31, 2023 | 41.91% |
April 30, 2023 | 41.91% |
March 31, 2023 | 41.91% |
February 28, 2023 | 41.91% |
January 31, 2023 | 41.91% |
December 31, 2022 | 41.91% |
November 30, 2022 | 41.91% |
October 31, 2022 | 41.91% |
September 30, 2022 | 41.91% |
August 31, 2022 | 41.91% |
July 31, 2022 | 41.91% |
June 30, 2022 | 41.91% |
May 31, 2022 | 41.91% |
April 30, 2022 | 41.91% |
Date | Value |
---|---|
March 31, 2022 | 41.91% |
February 28, 2022 | 41.91% |
January 31, 2022 | 41.91% |
December 31, 2021 | 41.91% |
November 30, 2021 | 41.91% |
October 31, 2021 | 41.91% |
September 30, 2021 | 41.91% |
August 31, 2021 | 41.91% |
July 31, 2021 | 41.91% |
June 30, 2021 | 41.91% |
May 31, 2021 | 41.91% |
April 30, 2021 | 41.91% |
March 31, 2021 | 41.91% |
February 28, 2021 | 41.91% |
January 31, 2021 | 41.91% |
December 31, 2020 | 41.91% |
November 30, 2020 | 41.91% |
October 31, 2020 | 41.91% |
September 30, 2020 | 41.91% |
August 31, 2020 | 41.91% |
July 31, 2020 | 41.91% |
June 30, 2020 | 41.91% |
May 31, 2020 | 41.91% |
April 30, 2020 | 41.91% |
March 31, 2020 | 36.29% |
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
27.16%
Minimum
May 2019
41.91%
Maximum
Apr 2020
39.36%
Average
41.91%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
AGNC Investment Corp | 54.54% |
Comstock Holding Co Inc | 78.21% |
Rafael Holdings Inc | 97.72% |
Diversified Healthcare Trust | 95.99% |
Star Holdings | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.6361 |
Beta (5Y) | 0.3197 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.17% |
Historical Sharpe Ratio (5Y) | 0.1983 |
Historical Sortino (5Y) | 0.2549 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.54% |