Creative Media & Community Trust (CMCT)

0.177 +0.04 (+26.25%) USD  |  NASDAQ  |  Dec 26, 16:00
0.189 +0.01 (+6.78%) After-Hours: 18:06
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Creative Media & Community Trust Max Drawdown (5Y): 98.23% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Alexandria Real Estate Equities Inc 56.23%
Brandywine Realty Trust 73.09%
BXP Inc 63.62%
Douglas Emmett Inc 74.02%
Franklin Street Properties Corp 83.78%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -60.76
Beta (5Y) 0.4445
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 55.67%
Historical Sharpe Ratio (5Y) -0.9848
Historical Sortino (5Y) -1.175
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.86%