Chimera Investment Corp (CIM)
14.96
-0.02
(-0.13%)
USD |
NYSE |
Nov 05, 16:00
14.96
0.00 (0.00%)
After-Hours: 16:16
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% |