Amrep Corp (AXR)
37.88
+1.02
(+2.78%)
USD |
NYSE |
Nov 22, 16:00
37.88
0.00 (0.00%)
After-Hours: 20:00
Amrep Max Drawdown (5Y): 58.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 58.88% |
September 30, 2024 | 58.88% |
August 31, 2024 | 58.88% |
July 31, 2024 | 58.88% |
June 30, 2024 | 58.88% |
May 31, 2024 | 58.88% |
April 30, 2024 | 58.88% |
March 31, 2024 | 58.88% |
February 29, 2024 | 58.88% |
January 31, 2024 | 58.88% |
December 31, 2023 | 58.88% |
November 30, 2023 | 58.88% |
October 31, 2023 | 58.88% |
September 30, 2023 | 58.88% |
August 31, 2023 | 58.88% |
July 31, 2023 | 58.88% |
June 30, 2023 | 58.88% |
May 31, 2023 | 58.88% |
April 30, 2023 | 58.88% |
March 31, 2023 | 58.88% |
February 28, 2023 | 58.88% |
January 31, 2023 | 58.88% |
December 31, 2022 | 58.88% |
November 30, 2022 | 58.88% |
October 31, 2022 | 58.88% |
Date | Value |
---|---|
September 30, 2022 | 58.88% |
August 31, 2022 | 58.88% |
July 31, 2022 | 58.88% |
June 30, 2022 | 58.88% |
May 31, 2022 | 58.88% |
April 30, 2022 | 61.71% |
March 31, 2022 | 61.71% |
February 28, 2022 | 61.71% |
January 31, 2022 | 61.71% |
December 31, 2021 | 61.71% |
November 30, 2021 | 61.71% |
October 31, 2021 | 61.71% |
September 30, 2021 | 61.71% |
August 31, 2021 | 61.71% |
July 31, 2021 | 65.03% |
June 30, 2021 | 67.88% |
May 31, 2021 | 71.99% |
April 30, 2021 | 71.99% |
March 31, 2021 | 71.99% |
February 28, 2021 | 74.77% |
January 31, 2021 | 75.76% |
December 31, 2020 | 75.76% |
November 30, 2020 | 75.76% |
October 31, 2020 | 75.76% |
September 30, 2020 | 75.76% |
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
58.88%
Minimum
May 2022
76.55%
Maximum
Nov 2019
64.72%
Average
60.29%
Median
Max Drawdown (5Y) Benchmarks
FRP Holdings Inc | 53.97% |
eXp World Holdings Inc | 88.17% |
The RMR Group Inc | 75.76% |
Alset Inc | -- |
Safe & Green Development Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 25.11 |
Beta (5Y) | 0.8894 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.36% |
Historical Sharpe Ratio (5Y) | 0.7413 |
Historical Sortino (5Y) | 1.586 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.36% |