Power REIT (PW)
0.64
+0.20
(+47.13%)
USD |
NYAM |
May 10, 11:42
Power REIT Max Drawdown (5Y): 99.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.48% |
March 31, 2024 | 99.36% |
February 29, 2024 | 99.36% |
January 31, 2024 | 99.36% |
December 31, 2023 | 99.36% |
November 30, 2023 | 99.24% |
October 31, 2023 | 99.16% |
September 30, 2023 | 98.88% |
August 31, 2023 | 98.85% |
July 31, 2023 | 98.14% |
June 30, 2023 | 98.10% |
May 31, 2023 | 97.58% |
April 30, 2023 | 96.85% |
March 31, 2023 | 95.88% |
February 28, 2023 | 95.20% |
January 31, 2023 | 95.20% |
December 31, 2022 | 95.19% |
November 30, 2022 | 93.25% |
October 31, 2022 | 89.07% |
September 30, 2022 | 86.86% |
August 31, 2022 | 85.62% |
July 31, 2022 | 85.62% |
June 30, 2022 | 84.10% |
May 31, 2022 | 75.63% |
April 30, 2022 | 67.21% |
Date | Value |
---|---|
March 31, 2022 | 54.40% |
February 28, 2022 | 53.58% |
January 31, 2022 | 53.58% |
December 31, 2021 | 53.58% |
November 30, 2021 | 53.58% |
October 31, 2021 | 53.58% |
September 30, 2021 | 53.58% |
August 31, 2021 | 53.58% |
July 31, 2021 | 53.58% |
June 30, 2021 | 53.58% |
May 31, 2021 | 53.58% |
April 30, 2021 | 53.58% |
March 31, 2021 | 68.02% |
February 28, 2021 | 69.16% |
January 31, 2021 | 69.16% |
December 31, 2020 | 69.87% |
November 30, 2020 | 70.92% |
October 31, 2020 | 71.00% |
September 30, 2020 | 71.00% |
August 31, 2020 | 71.67% |
July 31, 2020 | 71.67% |
June 30, 2020 | 71.67% |
May 31, 2020 | 71.67% |
April 30, 2020 | 71.67% |
March 31, 2020 | 71.67% |
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
53.58%
Minimum
Apr 2021
99.48%
Maximum
Apr 2024
76.87%
Average
71.67%
Median
May 2019
Max Drawdown (5Y) Benchmarks
CoStar Group Inc | 46.59% |
Digital Realty Trust Inc | 48.47% |
Extra Space Storage Inc | 51.37% |
Ventas Inc | 76.93% |
New Concept Energy Inc | 96.36% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -54.74 |
Beta (5Y) | 1.136 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.49% |
Historical Sharpe Ratio (5Y) | -0.4809 |
Historical Sortino (5Y) | -0.955 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.86% |