Blue Ridge Real Estate Co (BRRE)
8.60
0.00 (0.00%)
USD |
OTCM |
May 21, 16:00
Blue Ridge Real Estate Max Drawdown (5Y): 60.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 60.00% |
March 31, 2024 | 60.00% |
February 29, 2024 | 60.00% |
January 31, 2024 | 60.00% |
December 31, 2023 | 60.00% |
November 30, 2023 | 60.00% |
October 31, 2023 | 60.00% |
September 30, 2023 | 60.00% |
August 31, 2023 | 60.00% |
July 31, 2023 | 60.00% |
June 30, 2023 | 60.00% |
May 31, 2023 | 60.00% |
April 30, 2023 | 60.00% |
March 31, 2023 | 60.00% |
February 28, 2023 | 60.00% |
January 31, 2023 | 60.00% |
December 31, 2022 | 60.00% |
November 30, 2022 | 60.00% |
October 31, 2022 | 60.00% |
September 30, 2022 | 60.00% |
August 31, 2022 | 60.00% |
July 31, 2022 | 60.00% |
June 30, 2022 | 60.00% |
May 31, 2022 | 60.00% |
April 30, 2022 | 60.00% |
Date | Value |
---|---|
March 31, 2022 | 60.00% |
February 28, 2022 | 60.00% |
January 31, 2022 | 60.00% |
December 31, 2021 | 60.00% |
November 30, 2021 | 60.00% |
October 31, 2021 | 60.00% |
September 30, 2021 | 60.00% |
August 31, 2021 | 60.00% |
July 31, 2021 | 60.00% |
June 30, 2021 | 60.00% |
May 31, 2021 | 60.00% |
April 30, 2021 | 60.00% |
March 31, 2021 | 60.00% |
February 28, 2021 | 60.00% |
January 31, 2021 | 60.00% |
December 31, 2020 | 60.00% |
November 30, 2020 | 60.00% |
October 31, 2020 | 60.00% |
September 30, 2020 | 60.00% |
August 31, 2020 | 60.00% |
July 31, 2020 | 60.00% |
June 30, 2020 | 60.00% |
May 31, 2020 | 60.00% |
April 30, 2020 | 58.00% |
March 31, 2020 | 54.90% |
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
54.50%
Minimum
May 2019
60.00%
Maximum
May 2020
58.96%
Average
60.00%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Choice Hotels International Inc | 50.50% |
The Intergroup Corp | 71.55% |
Marriott International Inc | 61.26% |
Vail Resorts Inc | 53.81% |
LuxUrban Hotels Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.063 |
Beta (5Y) | 0.1773 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.29% |
Historical Sharpe Ratio (5Y) | 0.0912 |
Historical Sortino (5Y) | 0.2088 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.11% |