Amrep Corp (AXR)
30.78
-0.21
(-0.68%)
USD |
NYSE |
Nov 04, 16:00
30.84
+0.06
(+0.19%)
After-Hours: 20:00
Amrep Max Drawdown (5Y): 58.88% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 58.88% |
| Date | Value |
|---|---|
| August 31, 2022 | 58.88% |
| July 31, 2022 | 58.88% |
| June 30, 2022 | 58.88% |
| May 31, 2022 | 58.88% |
| April 30, 2022 | 58.88% |
| March 31, 2022 | 58.88% |
| 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 | 61.71% |
| June 30, 2021 | 61.71% |
| May 31, 2021 | 65.03% |
| April 30, 2021 | 67.88% |
| March 31, 2021 | 71.99% |
| February 28, 2021 | 71.99% |
| January 31, 2021 | 71.99% |
| December 31, 2020 | 73.84% |
| November 30, 2020 | 75.76% |
| October 31, 2020 | 75.76% |
| September 30, 2020 | 75.76% |
| August 31, 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
Mar 2022
75.78%
Maximum
Nov 2019
64.21%
Average
58.88%
Median
Mar 2022
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) | 24.57 |
| Beta (5Y) | 0.8893 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.43% |
| Historical Sharpe Ratio (5Y) | 0.7582 |
| Historical Sortino (5Y) | 1.594 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.36% |