Cherry Hill Mortgage Investment Corp (CHMI)
3.255
0.00 (0.00%)
USD |
NYSE |
Nov 05, 16:00
3.255
0.00 (0.00%)
After-Hours: 17:35
Cherry Hill Mortgage Investment Max Drawdown (5Y): 81.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 81.78% |
September 30, 2024 | 81.78% |
August 31, 2024 | 81.78% |
July 31, 2024 | 81.78% |
June 30, 2024 | 81.78% |
May 31, 2024 | 81.78% |
April 30, 2024 | 81.78% |
March 31, 2024 | 81.78% |
February 29, 2024 | 81.78% |
January 31, 2024 | 81.78% |
December 31, 2023 | 81.78% |
November 30, 2023 | 81.78% |
October 31, 2023 | 81.78% |
September 30, 2023 | 81.78% |
August 31, 2023 | 81.78% |
July 31, 2023 | 81.78% |
June 30, 2023 | 81.78% |
May 31, 2023 | 81.78% |
April 30, 2023 | 81.78% |
March 31, 2023 | 81.78% |
February 28, 2023 | 81.78% |
January 31, 2023 | 81.78% |
December 31, 2022 | 81.78% |
November 30, 2022 | 81.78% |
October 31, 2022 | 81.78% |
Date | Value |
---|---|
September 30, 2022 | 81.78% |
August 31, 2022 | 81.78% |
July 31, 2022 | 81.78% |
June 30, 2022 | 81.78% |
May 31, 2022 | 81.78% |
April 30, 2022 | 81.78% |
March 31, 2022 | 81.78% |
February 28, 2022 | 81.78% |
January 31, 2022 | 81.78% |
December 31, 2021 | 81.78% |
November 30, 2021 | 81.78% |
October 31, 2021 | 81.78% |
September 30, 2021 | 81.78% |
August 31, 2021 | 81.78% |
July 31, 2021 | 81.78% |
June 30, 2021 | 81.78% |
May 31, 2021 | 81.78% |
April 30, 2021 | 81.78% |
March 31, 2021 | 81.78% |
February 28, 2021 | 81.78% |
January 31, 2021 | 81.78% |
December 31, 2020 | 81.78% |
November 30, 2020 | 81.78% |
October 31, 2020 | 81.78% |
September 30, 2020 | 81.78% |
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
33.03%
Minimum
Nov 2019
81.78%
Maximum
Apr 2020
78.36%
Average
81.78%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
AGNC Investment Corp | 54.54% |
Comstock Holding Co Inc | 78.14% |
New England Realty Associates LP | 41.91% |
Diversified Healthcare Trust | 95.99% |
Star Holdings | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -33.60 |
Beta (5Y) | 1.471 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.19% |
Historical Sharpe Ratio (5Y) | -0.3033 |
Historical Sortino (5Y) | -0.3899 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.71% |