Comstock Holding Co Inc (CHCI)
9.63
+0.16
(+1.69%)
USD |
NASDAQ |
Nov 21, 16:00
9.63
0.00 (0.00%)
After-Hours: 20:00
Comstock Max Drawdown (5Y): 80.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.90% |
| September 30, 2024 | 80.90% |
| August 31, 2024 | 80.90% |
| July 31, 2024 | 80.90% |
| June 30, 2024 | 80.90% |
| May 31, 2024 | 80.90% |
| April 30, 2024 | 80.90% |
| March 31, 2024 | 80.90% |
| February 29, 2024 | 81.62% |
| January 31, 2024 | 85.57% |
| December 31, 2023 | 88.18% |
| November 30, 2023 | 88.22% |
| October 31, 2023 | 88.32% |
| September 30, 2023 | 88.32% |
| August 31, 2023 | 88.32% |
| July 31, 2023 | 88.32% |
| June 30, 2023 | 88.32% |
| May 31, 2023 | 88.32% |
| April 30, 2023 | 90.22% |
| March 31, 2023 | 93.15% |
| February 28, 2023 | 93.45% |
| January 31, 2023 | 94.46% |
| December 31, 2022 | 94.46% |
| November 30, 2022 | 94.72% |
| October 31, 2022 | 94.72% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.72% |
| August 31, 2022 | 94.72% |
| July 31, 2022 | 94.72% |
| June 30, 2022 | 94.72% |
| May 31, 2022 | 94.72% |
| April 30, 2022 | 94.72% |
| March 31, 2022 | 94.72% |
| February 28, 2022 | 94.72% |
| January 31, 2022 | 94.72% |
| December 31, 2021 | 94.72% |
| November 30, 2021 | 94.72% |
| October 31, 2021 | 94.72% |
| September 30, 2021 | 94.72% |
| August 31, 2021 | 94.72% |
| July 31, 2021 | 94.72% |
| June 30, 2021 | 94.72% |
| May 31, 2021 | 94.72% |
| April 30, 2021 | 94.72% |
| March 31, 2021 | 94.72% |
| February 28, 2021 | 94.72% |
| January 31, 2021 | 94.72% |
| December 31, 2020 | 94.72% |
| November 30, 2020 | 94.72% |
| October 31, 2020 | 94.72% |
| September 30, 2020 | 94.72% |
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
80.90%
Minimum
Mar 2024
94.72%
Maximum
Nov 2019
91.52%
Average
94.72%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| AGNC Investment Corp | 54.54% |
| American Realty Investors Inc | 69.56% |
| New England Realty Associates LP | 41.91% |
| Diversified Healthcare Trust | 95.99% |
| Star Holdings | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 29.98 |
| Beta (5Y) | 0.7383 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.95% |
| Historical Sharpe Ratio (5Y) | 0.5902 |
| Historical Sortino (5Y) | 1.403 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.23% |