Arbor Realty Trust Inc (ABR)
12.47
+0.32
(+2.63%)
USD |
NYSE |
Apr 18, 11:51
Arbor Realty Trust Max Drawdown (5Y): 72.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 72.73% |
July 31, 2020 | 72.73% |
June 30, 2020 | 72.73% |
May 31, 2020 | 72.73% |
April 30, 2020 | 72.73% |
March 31, 2020 | 71.32% |
February 29, 2020 | 21.04% |
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
Apr 2019
72.73%
Maximum
Apr 2020
63.23%
Average
72.73%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Power REIT | 99.36% |
Universal Health Realty Income Trust | 66.19% |
Office Properties Income Trust | 91.66% |
Starwood Property Trust Inc | 66.34% |
Kennedy-Wilson Holdings Inc | 64.18% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.73 |
Beta (5Y) | 1.973 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.62% |
Historical Sharpe Ratio (5Y) | 0.1784 |
Historical Sortino (5Y) | 0.2187 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.97% |