Cherry Hill Mortgage Investment Corp. (CHMI)
2.41
-0.03
(-1.23%)
USD |
NYSE |
Nov 06, 10:17
Cherry Hill Mortgage Investment Max Drawdown (5Y) : 71.34% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 71.34% |
| September 30, 2026 | 71.34% |
| August 31, 2026 | 71.34% |
| July 31, 2026 | 71.34% |
| June 30, 2026 | 71.34% |
| May 31, 2026 | 71.34% |
| April 30, 2026 | 71.34% |
| March 31, 2026 | 71.34% |
| February 28, 2026 | 71.34% |
| January 31, 2026 | 71.34% |
| December 31, 2025 | 71.34% |
| November 30, 2025 | 71.34% |
| October 31, 2025 | 71.34% |
| September 30, 2025 | 71.34% |
| August 31, 2025 | 71.34% |
| July 31, 2025 | 71.34% |
| June 30, 2025 | 71.34% |
| May 31, 2025 | 71.34% |
| April 30, 2025 | 71.34% |
| March 31, 2025 | 81.78% |
| February 28, 2025 | 81.78% |
| January 31, 2025 | 81.78% |
| December 31, 2024 | 81.78% |
| November 30, 2024 | 81.78% |
| October 31, 2024 | 81.78% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| TPG Mortgage Investment Trust, Inc. | 91.43% |
| Adamas Trust, Inc. | 65.13% |
| ARMOUR Residential REIT, Inc. | 78.15% |
| Arbor Realty Trust, Inc. | 82.43% |
| Redwood Trust, Inc. | 62.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.32 |
| Beta (5Y) | 1.019 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.48% |
| Historical Sharpe Ratio (5Y) | -0.3277 |
| Historical Sortino (5Y) | -0.5711 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.47% |