Comstock Holding Co Inc (CHCI)

7.98 -0.21 (-2.56%) USD  |  NASDAQ  |  Dec 20, 16:00
8.27 +0.29 (+3.63%) After-Hours: 20:00
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Comstock Max Drawdown (5Y): 80.90% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) 20.62
Beta (5Y) 0.6394
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 67.60%
Historical Sharpe Ratio (5Y) 0.4313
Historical Sortino (5Y) 1.018
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.63%