Arbor Realty Trust Inc (ABR)
14.70
-0.14
(-0.94%)
USD |
NYSE |
Nov 04, 16:00
14.76
+0.06
(+0.41%)
Pre-Market: 07:29
Arbor Realty Trust Max Drawdown (5Y): 72.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.73% |
| September 30, 2024 | 72.73% |
| August 31, 2024 | 72.73% |
| July 31, 2024 | 72.73% |
| June 30, 2024 | 72.73% |
| May 31, 2024 | 72.73% |
| April 30, 2024 | 72.73% |
| March 31, 2024 | 72.73% |
| February 29, 2024 | 72.73% |
| January 31, 2024 | 72.73% |
| December 31, 2023 | 72.73% |
| November 30, 2023 | 72.73% |
| October 31, 2023 | 72.73% |
| September 30, 2023 | 72.73% |
| August 31, 2023 | 72.73% |
| July 31, 2023 | 72.73% |
| June 30, 2023 | 72.73% |
| May 31, 2023 | 72.73% |
| April 30, 2023 | 72.73% |
| March 31, 2023 | 72.73% |
| February 28, 2023 | 72.73% |
| January 31, 2023 | 72.73% |
| December 31, 2022 | 72.73% |
| November 30, 2022 | 72.73% |
| October 31, 2022 | 72.73% |
| Date | Value |
|---|---|
| September 30, 2022 | 72.73% |
| August 31, 2022 | 72.73% |
| July 31, 2022 | 72.73% |
| June 30, 2022 | 72.73% |
| May 31, 2022 | 72.73% |
| April 30, 2022 | 72.73% |
| March 31, 2022 | 72.73% |
| February 28, 2022 | 72.73% |
| January 31, 2022 | 72.73% |
| December 31, 2021 | 72.73% |
| November 30, 2021 | 72.73% |
| October 31, 2021 | 72.73% |
| September 30, 2021 | 72.73% |
| August 31, 2021 | 72.73% |
| July 31, 2021 | 72.73% |
| June 30, 2021 | 72.73% |
| May 31, 2021 | 72.73% |
| April 30, 2021 | 72.73% |
| March 31, 2021 | 72.73% |
| February 28, 2021 | 72.73% |
| January 31, 2021 | 72.73% |
| December 31, 2020 | 72.73% |
| November 30, 2020 | 72.73% |
| October 31, 2020 | 72.73% |
| September 30, 2020 | 72.73% |
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
21.04%
Minimum
Nov 2019
72.73%
Maximum
Apr 2020
69.26%
Average
72.73%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Seritage Growth Properties | 91.87% |
| Starwood Property Trust Inc | 66.34% |
| Medical Properties Trust Inc | 84.46% |
| Public Storage | 37.94% |
| DigitalBridge Group Inc | 89.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.35 |
| Beta (5Y) | 2.062 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.83% |
| Historical Sharpe Ratio (5Y) | 0.2019 |
| Historical Sortino (5Y) | 0.2468 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.97% |