Creative Media & Community Trust (CMCT)
0.2245
-0.02
(-9.11%)
USD |
NASDAQ |
Nov 22, 16:00
0.2415
+0.02
(+7.57%)
Pre-Market: 09:10
Creative Media & Community Trust Max Drawdown (5Y): 96.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.49% |
| September 30, 2024 | 96.13% |
| August 31, 2024 | 92.69% |
| July 31, 2024 | 92.29% |
| June 30, 2024 | 91.29% |
| May 31, 2024 | 90.15% |
| April 30, 2024 | 89.21% |
| March 31, 2024 | 89.21% |
| February 29, 2024 | 89.21% |
| January 31, 2024 | 89.15% |
| December 31, 2023 | 89.15% |
| November 30, 2023 | 87.78% |
| October 31, 2023 | 87.78% |
| September 30, 2023 | 87.78% |
| August 31, 2023 | 87.78% |
| July 31, 2023 | 87.78% |
| June 30, 2023 | 87.78% |
| May 31, 2023 | 87.78% |
| April 30, 2023 | 87.78% |
| March 31, 2023 | 87.78% |
| February 28, 2023 | 84.74% |
| January 31, 2023 | 84.74% |
| December 31, 2022 | 84.74% |
| November 30, 2022 | 82.09% |
| October 31, 2022 | 82.09% |
| Date | Value |
|---|---|
| September 30, 2022 | 82.09% |
| August 31, 2022 | 82.09% |
| July 31, 2022 | 82.09% |
| June 30, 2022 | 82.09% |
| May 31, 2022 | 82.09% |
| April 30, 2022 | 82.09% |
| March 31, 2022 | 82.09% |
| February 28, 2022 | 82.09% |
| January 31, 2022 | 82.09% |
| December 31, 2021 | 82.09% |
| November 30, 2021 | 82.09% |
| October 31, 2021 | 82.09% |
| September 30, 2021 | 82.09% |
| August 31, 2021 | 82.09% |
| July 31, 2021 | 82.09% |
| June 30, 2021 | 82.09% |
| May 31, 2021 | 82.09% |
| April 30, 2021 | 82.09% |
| March 31, 2021 | 82.09% |
| February 28, 2021 | 82.09% |
| January 31, 2021 | 82.09% |
| December 31, 2020 | 82.09% |
| November 30, 2020 | 82.09% |
| October 31, 2020 | 82.09% |
| September 30, 2020 | 82.09% |
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
68.36%
Minimum
Jan 2020
96.49%
Maximum
Oct 2024
83.89%
Average
82.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | -56.87 |
| Beta (5Y) | 0.5556 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.10% |
| Historical Sharpe Ratio (5Y) | -0.9539 |
| Historical Sortino (5Y) | -1.170 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.15% |