Ashford Inc (AINC)
4.80
-0.01
(-0.21%)
USD |
NYAM |
Apr 23, 15:48
Ashford Max Drawdown (5Y): 96.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 96.06% |
| February 29, 2024 | 95.95% |
| January 31, 2024 | 95.46% |
| December 31, 2023 | 95.46% |
| November 30, 2023 | 95.46% |
| October 31, 2023 | 95.46% |
| September 30, 2023 | 95.46% |
| August 31, 2023 | 95.46% |
| July 31, 2023 | 95.46% |
| June 30, 2023 | 95.46% |
| May 31, 2023 | 95.46% |
| April 30, 2023 | 95.46% |
| March 31, 2023 | 95.46% |
| February 28, 2023 | 95.46% |
| January 31, 2023 | 95.46% |
| December 31, 2022 | 95.46% |
| November 30, 2022 | 95.46% |
| October 31, 2022 | 95.46% |
| September 30, 2022 | 95.46% |
| August 31, 2022 | 95.46% |
| July 31, 2022 | 95.46% |
| June 30, 2022 | 95.46% |
| May 31, 2022 | 95.46% |
| April 30, 2022 | 95.46% |
| March 31, 2022 | 95.46% |
| Date | Value |
|---|---|
| February 28, 2022 | 95.46% |
| January 31, 2022 | 95.46% |
| December 31, 2021 | 95.46% |
| November 30, 2021 | 95.46% |
| October 31, 2021 | 95.46% |
| September 30, 2021 | 95.46% |
| August 31, 2021 | 95.46% |
| July 31, 2021 | 95.46% |
| June 30, 2021 | 95.46% |
| May 31, 2021 | 95.46% |
| April 30, 2021 | 95.46% |
| March 31, 2021 | 95.46% |
| February 28, 2021 | 95.46% |
| January 31, 2021 | 95.46% |
| December 31, 2020 | 95.46% |
| November 30, 2020 | 95.46% |
| October 31, 2020 | 95.46% |
| September 30, 2020 | 95.28% |
| August 31, 2020 | 95.28% |
| July 31, 2020 | 95.28% |
| June 30, 2020 | 95.23% |
| May 31, 2020 | 95.23% |
| April 30, 2020 | 95.23% |
| March 31, 2020 | 95.23% |
| February 29, 2020 | 87.10% |
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
75.67%
Minimum
Apr 2019
96.06%
Maximum
Mar 2024
93.32%
Average
95.46%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -70.69 |
| Beta (5Y) | 1.640 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.03% |
| Historical Sharpe Ratio (5Y) | -0.5132 |
| Historical Sortino (5Y) | -1.115 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.71% |