Comstock Holding Co Inc (CHCI)
6.70
+0.29
(+4.52%)
USD |
NASDAQ |
Apr 26, 16:00
6.70
0.00 (0.00%)
After-Hours: 20:00
Comstock Max Drawdown (5Y): 78.21% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 78.21% |
| February 29, 2024 | 78.21% |
| January 31, 2024 | 78.21% |
| December 31, 2023 | 78.21% |
| November 30, 2023 | 80.76% |
| October 31, 2023 | 86.45% |
| September 30, 2023 | 87.31% |
| August 31, 2023 | 87.67% |
| July 31, 2023 | 87.67% |
| June 30, 2023 | 87.67% |
| May 31, 2023 | 87.67% |
| April 30, 2023 | 87.67% |
| March 31, 2023 | 87.67% |
| February 28, 2023 | 89.66% |
| January 31, 2023 | 91.38% |
| December 31, 2022 | 92.81% |
| November 30, 2022 | 94.46% |
| October 31, 2022 | 94.46% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 94.72% |
| July 31, 2020 | 94.72% |
| June 30, 2020 | 94.72% |
| May 31, 2020 | 94.72% |
| April 30, 2020 | 94.72% |
| March 31, 2020 | 94.72% |
| February 29, 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
78.21%
Minimum
Dec 2023
94.72%
Maximum
Apr 2019
92.24%
Average
94.72%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| AGNC Investment Corp | 54.54% |
| New England Realty Associates LP | 41.91% |
| Rafael Holdings Inc | 97.72% |
| Diversified Healthcare Trust | 95.99% |
| Star Holdings | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.365 |
| Beta (5Y) | 0.8519 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.82% |
| Historical Sharpe Ratio (5Y) | 0.2624 |
| Historical Sortino (5Y) | 0.6028 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.44% |