ARMOUR Residential REIT Inc (ARR)
18.81
-0.18
(-0.95%)
USD |
NYSE |
Apr 24, 15:39
ARMOUR Residential REIT Max Drawdown (5Y): 78.15% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 78.15% |
| February 29, 2024 | 78.15% |
| January 31, 2024 | 78.15% |
| December 31, 2023 | 78.15% |
| November 30, 2023 | 78.15% |
| October 31, 2023 | 78.15% |
| September 30, 2023 | 70.99% |
| August 31, 2023 | 70.99% |
| July 31, 2023 | 70.99% |
| June 30, 2023 | 70.99% |
| May 31, 2023 | 70.99% |
| April 30, 2023 | 70.99% |
| March 31, 2023 | 70.99% |
| February 28, 2023 | 70.99% |
| January 31, 2023 | 70.99% |
| December 31, 2022 | 70.99% |
| November 30, 2022 | 70.99% |
| October 31, 2022 | 70.99% |
| September 30, 2022 | 70.08% |
| August 31, 2022 | 70.08% |
| July 31, 2022 | 70.08% |
| June 30, 2022 | 70.08% |
| May 31, 2022 | 70.08% |
| April 30, 2022 | 70.08% |
| March 31, 2022 | 70.08% |
| Date | Value |
|---|---|
| February 28, 2022 | 70.08% |
| January 31, 2022 | 70.08% |
| December 31, 2021 | 70.08% |
| November 30, 2021 | 70.08% |
| October 31, 2021 | 70.08% |
| September 30, 2021 | 70.08% |
| August 31, 2021 | 70.08% |
| July 31, 2021 | 70.08% |
| June 30, 2021 | 70.08% |
| May 31, 2021 | 70.08% |
| April 30, 2021 | 70.08% |
| March 31, 2021 | 70.08% |
| February 28, 2021 | 70.08% |
| January 31, 2021 | 70.08% |
| December 31, 2020 | 70.08% |
| November 30, 2020 | 70.08% |
| October 31, 2020 | 70.08% |
| September 30, 2020 | 70.08% |
| August 31, 2020 | 70.08% |
| July 31, 2020 | 70.08% |
| June 30, 2020 | 70.08% |
| May 31, 2020 | 70.08% |
| April 30, 2020 | 70.08% |
| March 31, 2020 | 68.22% |
| February 29, 2020 | 51.79% |
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
51.79%
Minimum
Apr 2019
78.15%
Maximum
Oct 2023
67.69%
Average
70.08%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| 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) | -37.64 |
| Beta (5Y) | 1.493 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.29% |
| Historical Sharpe Ratio (5Y) | -0.4397 |
| Historical Sortino (5Y) | -0.4368 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.14% |