American Realty Investors, Inc. (ARL)
15.15
-0.18
(-1.17%)
USD |
NYSE |
Dec 08, 16:00
15.15
0.00 (0.00%)
After-Hours: 20:00
American Realty Investors Max Drawdown (5Y): 66.07% for Nov. 30, 2025
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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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| AGNC Investment Corp. | 54.54% |
| New England Realty Associates LP | 29.71% |
| Rafael Holdings, Inc. | 98.14% |
| Diversified Healthcare Trust | 96.01% |
| Star Holdings (United States) | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.166 |
| Beta (5Y) | 0.7712 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.06% |
| Historical Sharpe Ratio (5Y) | 0.1385 |
| Historical Sortino (5Y) | 0.2932 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.06% |