AGNC Investment Corp (AGNC)
9.33
+0.09
(+0.97%)
USD |
NASDAQ |
Apr 26, 16:00
9.32
-0.01
(-0.11%)
After-Hours: 18:53
AGNC Investment Max Drawdown (5Y): 54.54% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 54.54% |
| February 29, 2024 | 54.54% |
| January 31, 2024 | 54.54% |
| December 31, 2023 | 54.54% |
| November 30, 2023 | 54.54% |
| October 31, 2023 | 54.54% |
| September 30, 2023 | 54.54% |
| August 31, 2023 | 54.54% |
| July 31, 2023 | 54.54% |
| June 30, 2023 | 54.54% |
| May 31, 2023 | 54.54% |
| April 30, 2023 | 54.54% |
| March 31, 2023 | 54.54% |
| February 28, 2023 | 54.54% |
| January 31, 2023 | 54.54% |
| December 31, 2022 | 54.54% |
| November 30, 2022 | 54.54% |
| October 31, 2022 | 54.54% |
| September 30, 2022 | 51.76% |
| August 31, 2022 | 51.76% |
| July 31, 2022 | 51.76% |
| June 30, 2022 | 51.76% |
| May 31, 2022 | 51.76% |
| April 30, 2022 | 51.76% |
| March 31, 2022 | 51.76% |
| Date | Value |
|---|---|
| February 28, 2022 | 51.76% |
| January 31, 2022 | 51.76% |
| December 31, 2021 | 51.76% |
| November 30, 2021 | 51.76% |
| October 31, 2021 | 51.76% |
| September 30, 2021 | 51.76% |
| August 31, 2021 | 51.76% |
| July 31, 2021 | 51.76% |
| June 30, 2021 | 51.76% |
| May 31, 2021 | 51.76% |
| April 30, 2021 | 51.76% |
| March 31, 2021 | 51.76% |
| February 28, 2021 | 51.76% |
| January 31, 2021 | 51.76% |
| December 31, 2020 | 51.76% |
| November 30, 2020 | 51.76% |
| October 31, 2020 | 51.76% |
| September 30, 2020 | 51.76% |
| August 31, 2020 | 51.76% |
| July 31, 2020 | 51.76% |
| June 30, 2020 | 51.76% |
| May 31, 2020 | 51.76% |
| April 30, 2020 | 51.76% |
| March 31, 2020 | 51.76% |
| February 29, 2020 | 31.30% |
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
31.30%
Minimum
Apr 2019
54.54%
Maximum
Oct 2022
48.84%
Average
51.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Two Harbors Investment Corp | 84.71% |
| Comstock Holding Co Inc | 78.21% |
| New England Realty Associates LP | 41.91% |
| Diversified Healthcare Trust | 95.99% |
| Star Holdings | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.88 |
| Beta (5Y) | 1.448 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.74% |
| Historical Sharpe Ratio (5Y) | -0.0572 |
| Historical Sortino (5Y) | -0.0629 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.57% |