ARMOUR Residential REIT Inc (ARR)

18.85 +0.33 (+1.78%) USD  |  NYSE  |  Dec 20, 16:00
18.85 0.00 (0.00%) Pre-Market: 08:54
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ARMOUR Residential REIT Max Drawdown (5Y): 78.15% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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RLJ Lodging Trust 82.07%
Ready Capital Corp 76.33%
Equinix Inc 41.77%
Lamar Advertising Co 65.88%
PotlatchDeltic Corp 50.09%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -37.02
Beta (5Y) 1.505
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 41.25%
Historical Sharpe Ratio (5Y) -0.41
Historical Sortino (5Y) -0.4132
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.14%