AGNC Investment Corp (AGNC)

9.446 +0.18 (+1.90%) USD  |  NASDAQ  |  Dec 20, 16:00
9.49 +0.04 (+0.46%) After-Hours: 20:00
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AGNC Investment Max Drawdown (5Y): 54.54% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Annaly Capital Management Inc 60.03%
Two Harbors Investment Corp 84.71%
W.P. Carey Inc 52.44%
New England Realty Associates LP 41.91%
Star Holdings --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -21.37
Beta (5Y) 1.471
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.56%
Historical Sharpe Ratio (5Y) -0.0497
Historical Sortino (5Y) -0.055
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.57%