American Realty Investors Inc (ARL)

15.00 -0.40 (-2.60%) USD  |  NYSE  |  Dec 20, 16:00
16.06 +1.06 (+7.07%) After-Hours: 20:00
More

American Realty Investors Max Drawdown (5Y): 69.56% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for ARL.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
AGNC Investment Corp 54.54%
Comstock Holding Co Inc 80.90%
New England Realty Associates LP 41.91%
Diversified Healthcare Trust 95.99%
Star Holdings --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.026
Beta (5Y) 0.6599
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 63.43%
Historical Sharpe Ratio (5Y) 0.0282
Historical Sortino (5Y) 0.0532
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.59%