Altisource Asset Management Corp (AAMC)
3.00
-0.09
(-2.91%)
USD |
NYAM |
Apr 19, 14:33
Altisource Asset Management Max Drawdown (5Y): 98.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.86% |
| February 29, 2024 | 98.86% |
| January 31, 2024 | 98.86% |
| December 31, 2023 | 98.86% |
| November 30, 2023 | 98.86% |
| October 31, 2023 | 98.86% |
| September 30, 2023 | 98.86% |
| August 31, 2023 | 98.86% |
| July 31, 2023 | 98.86% |
| June 30, 2023 | 98.86% |
| May 31, 2023 | 98.86% |
| April 30, 2023 | 98.86% |
| March 31, 2023 | 98.86% |
| February 28, 2023 | 98.86% |
| January 31, 2023 | 98.86% |
| December 31, 2022 | 98.86% |
| November 30, 2022 | 98.86% |
| October 31, 2022 | 98.86% |
| September 30, 2022 | 98.86% |
| August 31, 2022 | 98.86% |
| July 31, 2022 | 98.86% |
| June 30, 2022 | 98.86% |
| May 31, 2022 | 98.86% |
| April 30, 2022 | 98.86% |
| March 31, 2022 | 98.86% |
| Date | Value |
|---|---|
| February 28, 2022 | 98.86% |
| January 31, 2022 | 98.86% |
| December 31, 2021 | 98.86% |
| November 30, 2021 | 98.86% |
| October 31, 2021 | 98.86% |
| September 30, 2021 | 98.86% |
| August 31, 2021 | 98.86% |
| July 31, 2021 | 98.86% |
| June 30, 2021 | 98.90% |
| May 31, 2021 | 98.94% |
| April 30, 2021 | 98.95% |
| March 31, 2021 | 98.95% |
| February 28, 2021 | 98.98% |
| January 31, 2021 | 98.98% |
| December 31, 2020 | 99.02% |
| November 30, 2020 | 99.02% |
| October 31, 2020 | 99.02% |
| September 30, 2020 | 99.05% |
| August 31, 2020 | 99.05% |
| July 31, 2020 | 99.05% |
| June 30, 2020 | 99.05% |
| May 31, 2020 | 99.05% |
| April 30, 2020 | 99.05% |
| March 31, 2020 | 99.05% |
| February 29, 2020 | 99.05% |
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
98.86%
Minimum
Jul 2021
99.05%
Maximum
Apr 2019
98.93%
Average
98.86%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| Oportun Financial Corp | -- |
| OppFi Inc | -- |
| EZCORP Inc | 76.59% |
| FirstCash Holdings Inc | 50.15% |
| SLM Corp | 51.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.54 |
| Beta (5Y) | 1.402 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 108.0% |
| Historical Sharpe Ratio (5Y) | -0.2892 |
| Historical Sortino (5Y) | -0.5319 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.76% |