Community Healthcare Trust Inc (CHCT)
18.26
+0.05
(+0.27%)
USD |
NYSE |
Mar 24, 16:00
18.26
0.00 (0.00%)
After-Hours: 20:00
Community Healthcare Trust Max Drawdown (5Y): 63.36% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| CoStar Group Inc | 46.59% |
| Gladstone Commercial Corp | 66.25% |
| LXP Industrial Trust | 47.19% |
| Universal Health Realty Income Trust | 69.01% |
| Ventas Inc | 76.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.58 |
| Beta (5Y) | 0.7502 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.29% |
| Historical Sharpe Ratio (5Y) | -0.5442 |
| Historical Sortino (5Y) | -0.8435 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.94% |