Starwood Property Trust Inc (STWD)
19.43
+0.06
(+0.31%)
USD |
NYSE |
May 03, 13:55
Starwood Property Trust Max Drawdown (5Y): 66.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.34% |
March 31, 2024 | 66.34% |
February 29, 2024 | 66.34% |
January 31, 2024 | 66.34% |
December 31, 2023 | 66.34% |
November 30, 2023 | 66.34% |
October 31, 2023 | 66.34% |
September 30, 2023 | 66.34% |
August 31, 2023 | 66.34% |
July 31, 2023 | 66.34% |
June 30, 2023 | 66.34% |
May 31, 2023 | 66.34% |
April 30, 2023 | 66.34% |
March 31, 2023 | 66.34% |
February 28, 2023 | 66.34% |
January 31, 2023 | 66.34% |
December 31, 2022 | 66.34% |
November 30, 2022 | 66.34% |
October 31, 2022 | 66.34% |
September 30, 2022 | 66.34% |
August 31, 2022 | 66.34% |
July 31, 2022 | 66.34% |
June 30, 2022 | 66.34% |
May 31, 2022 | 66.34% |
April 30, 2022 | 66.34% |
Date | Value |
---|---|
March 31, 2022 | 66.34% |
February 28, 2022 | 66.34% |
January 31, 2022 | 66.34% |
December 31, 2021 | 66.34% |
November 30, 2021 | 66.34% |
October 31, 2021 | 66.34% |
September 30, 2021 | 66.34% |
August 31, 2021 | 66.34% |
July 31, 2021 | 66.34% |
June 30, 2021 | 66.34% |
May 31, 2021 | 66.34% |
April 30, 2021 | 66.34% |
March 31, 2021 | 66.34% |
February 28, 2021 | 66.34% |
January 31, 2021 | 66.34% |
December 31, 2020 | 66.34% |
November 30, 2020 | 66.34% |
October 31, 2020 | 66.34% |
September 30, 2020 | 66.34% |
August 31, 2020 | 66.34% |
July 31, 2020 | 66.34% |
June 30, 2020 | 66.34% |
May 31, 2020 | 66.34% |
April 30, 2020 | 66.34% |
March 31, 2020 | 66.34% |
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
26.42%
Minimum
May 2019
66.34%
Maximum
Mar 2020
59.68%
Average
66.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Annaly Capital Management Inc | 60.03% |
Ares Commercial Real Estate Corp | 75.68% |
Ladder Capital Corp | 81.59% |
CoStar Group Inc | 46.59% |
RE/MAX Holdings Inc | 82.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.60 |
Beta (5Y) | 1.656 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.98% |
Historical Sharpe Ratio (5Y) | 0.1043 |
Historical Sortino (5Y) | 0.11 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.45% |