AGNC Investment Corp (AGNC)
9.685
+0.04
(+0.36%)
USD |
NASDAQ |
Nov 21, 11:06
AGNC Investment Max Drawdown (5Y): 54.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.54% |
| September 30, 2024 | 54.54% |
| August 31, 2024 | 54.54% |
| July 31, 2024 | 54.54% |
| June 30, 2024 | 54.54% |
| May 31, 2024 | 54.54% |
| April 30, 2024 | 54.54% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
54.54%
Maximum
Oct 2022
51.55%
Average
51.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Annaly Capital Management Inc | 60.03% |
| W.P. Carey Inc | 52.44% |
| Two Harbors Investment Corp | 84.71% |
| New England Realty Associates LP | 41.91% |
| Star Holdings | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.20 |
| Beta (5Y) | 1.475 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.49% |
| Historical Sharpe Ratio (5Y) | -0.0627 |
| Historical Sortino (5Y) | -0.068 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.57% |