AGNC Investment Corp. (AGNC)
10.98
+0.09
(+0.83%)
USD |
NASDAQ |
Aug 24, 16:00
10.99
+0.01
(+0.09%)
After-Hours: 04:05
AGNC Investment Max Drawdown (5Y) : 54.54% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 54.54% |
| June 30, 2026 | 54.54% |
| May 31, 2026 | 54.54% |
| April 30, 2026 | 54.54% |
| March 31, 2026 | 54.54% |
| February 28, 2026 | 54.54% |
| January 31, 2026 | 54.54% |
| December 31, 2025 | 54.54% |
| November 30, 2025 | 54.54% |
| October 31, 2025 | 54.54% |
| September 30, 2025 | 54.54% |
| August 31, 2025 | 54.54% |
| July 31, 2025 | 54.54% |
| June 30, 2025 | 54.54% |
| May 31, 2025 | 54.54% |
| April 30, 2025 | 54.54% |
| March 31, 2025 | 54.54% |
| February 28, 2025 | 54.54% |
| January 31, 2025 | 54.54% |
| December 31, 2024 | 54.54% |
| November 30, 2024 | 54.54% |
| October 31, 2024 | 54.54% |
| September 30, 2024 | 54.54% |
| August 31, 2024 | 54.54% |
| July 31, 2024 | 54.54% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 51.76% |
| August 31, 2022 | 51.76% |
| July 31, 2022 | 51.76% |
| June 30, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Annaly Capital Management, Inc. | 51.91% |
| Starwood Property Trust, Inc. | 29.47% |
| Ares Capital Corp. | 21.78% |
| Dynex Capital, Inc. | 38.57% |
| KKR Real Estate Finance Trust, Inc. | 58.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.861 |
| Beta (5Y) | 1.324 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.26% |
| Historical Sharpe Ratio (5Y) | 0.0795 |
| Historical Sortino (5Y) | 0.1051 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.60% |