Chimera Investment Corp (CIM)
14.62
+0.10
(+0.69%)
USD |
NYSE |
Nov 21, 16:00
14.62
0.00 (0.00%)
Pre-Market: 20:00
Chimera Investment Max Drawdown (5Y): 72.11% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 72.11% |
September 30, 2024 | 72.11% |
August 31, 2024 | 72.11% |
July 31, 2024 | 72.11% |
June 30, 2024 | 72.11% |
May 31, 2024 | 71.62% |
April 30, 2024 | 70.93% |
March 31, 2024 | 70.35% |
February 29, 2024 | 70.35% |
January 31, 2024 | 70.35% |
December 31, 2023 | 70.35% |
November 30, 2023 | 70.35% |
October 31, 2023 | 70.35% |
September 30, 2023 | 70.35% |
August 31, 2023 | 70.35% |
July 31, 2023 | 70.35% |
June 30, 2023 | 70.35% |
May 31, 2023 | 70.35% |
April 30, 2023 | 70.35% |
March 31, 2023 | 70.35% |
February 28, 2023 | 70.35% |
January 31, 2023 | 70.35% |
December 31, 2022 | 70.35% |
November 30, 2022 | 70.35% |
October 31, 2022 | 70.35% |
Date | Value |
---|---|
September 30, 2022 | 70.35% |
August 31, 2022 | 70.35% |
July 31, 2022 | 70.35% |
June 30, 2022 | 70.35% |
May 31, 2022 | 70.35% |
April 30, 2022 | 70.35% |
March 31, 2022 | 70.35% |
February 28, 2022 | 70.35% |
January 31, 2022 | 70.35% |
December 31, 2021 | 70.35% |
November 30, 2021 | 70.35% |
October 31, 2021 | 70.35% |
September 30, 2021 | 70.35% |
August 31, 2021 | 70.35% |
July 31, 2021 | 70.35% |
June 30, 2021 | 70.35% |
May 31, 2021 | 70.35% |
April 30, 2021 | 70.35% |
March 31, 2021 | 70.35% |
February 28, 2021 | 70.35% |
January 31, 2021 | 70.35% |
December 31, 2020 | 70.35% |
November 30, 2020 | 70.35% |
October 31, 2020 | 70.35% |
September 30, 2020 | 70.35% |
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
21.12%
Minimum
Nov 2019
72.11%
Maximum
Jun 2024
67.19%
Average
70.35%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Dynex Capital Inc | 56.79% |
Orchid Island Capital Inc | 76.05% |
Redfin Corp | 96.61% |
Industrial Logistics Properties Trust | 93.78% |
Opendoor Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.38 |
Beta (5Y) | 1.731 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.14% |
Historical Sharpe Ratio (5Y) | -0.3612 |
Historical Sortino (5Y) | -0.4221 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.79% |