BRT Apartments Corp (BRT)
18.30
+0.36
(+2.01%)
USD |
NYSE |
May 01, 16:00
18.30
0.00 (0.00%)
After-Hours: 20:00
BRT Apartments Max Drawdown (5Y): 58.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.77% |
March 31, 2024 | 58.77% |
February 29, 2024 | 58.77% |
January 31, 2024 | 58.77% |
December 31, 2023 | 58.77% |
November 30, 2023 | 58.77% |
October 31, 2023 | 58.77% |
September 30, 2023 | 58.77% |
August 31, 2023 | 58.77% |
July 31, 2023 | 58.77% |
June 30, 2023 | 58.77% |
May 31, 2023 | 58.77% |
April 30, 2023 | 58.77% |
March 31, 2023 | 58.77% |
February 28, 2023 | 58.77% |
January 31, 2023 | 58.77% |
December 31, 2022 | 58.77% |
November 30, 2022 | 58.77% |
October 31, 2022 | 58.77% |
September 30, 2022 | 58.77% |
August 31, 2022 | 58.77% |
July 31, 2022 | 58.77% |
June 30, 2022 | 58.77% |
May 31, 2022 | 58.77% |
April 30, 2022 | 58.77% |
Date | Value |
---|---|
March 31, 2022 | 58.77% |
February 28, 2022 | 58.77% |
January 31, 2022 | 58.77% |
December 31, 2021 | 58.77% |
November 30, 2021 | 58.77% |
October 31, 2021 | 58.77% |
September 30, 2021 | 58.77% |
August 31, 2021 | 58.77% |
July 31, 2021 | 58.77% |
June 30, 2021 | 58.77% |
May 31, 2021 | 58.77% |
April 30, 2021 | 58.77% |
March 31, 2021 | 58.77% |
February 28, 2021 | 58.77% |
January 31, 2021 | 58.77% |
December 31, 2020 | 58.77% |
November 30, 2020 | 58.77% |
October 31, 2020 | 58.77% |
September 30, 2020 | 58.77% |
August 31, 2020 | 58.77% |
July 31, 2020 | 58.77% |
June 30, 2020 | 58.77% |
May 31, 2020 | 58.77% |
April 30, 2020 | 58.77% |
March 31, 2020 | 58.77% |
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
36.50%
Minimum
May 2019
58.77%
Maximum
Mar 2020
55.06%
Average
58.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.232 |
Beta (5Y) | 1.115 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.37% |
Historical Sharpe Ratio (5Y) | 0.2527 |
Historical Sortino (5Y) | 0.3152 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.75% |