AGNC Investment Corp (AGNC)
9.34
-0.14
(-1.48%)
USD |
NASDAQ |
Apr 03, 16:00
9.33
-0.01
(-0.11%)
After-Hours: 04:55
AGNC Investment Max Drawdown (5Y): 54.54% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Annaly Capital Management Inc | 60.03% |
| Comstock Holding Co Inc | 78.41% |
| New England Realty Associates LP | 41.91% |
| Diversified Healthcare Trust | 95.99% |
| Star Holdings | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.54 |
| Beta (5Y) | 1.318 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.43% |
| Historical Sharpe Ratio (5Y) | 0.2998 |
| Historical Sortino (5Y) | 0.393 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.00% |