CTO Realty Growth Inc (CTO)
17.11
-0.05
(-0.29%)
USD |
NYSE |
Apr 25, 16:00
17.10
-0.01
(-0.06%)
Pre-Market: 20:00
CTO Realty Growth Max Drawdown (5Y): 47.88% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 47.88% |
February 29, 2024 | 47.88% |
January 31, 2024 | 47.88% |
December 31, 2023 | 47.88% |
November 30, 2023 | 47.88% |
October 31, 2023 | 47.88% |
September 30, 2023 | 47.88% |
August 31, 2023 | 47.88% |
July 31, 2023 | 47.88% |
June 30, 2023 | 47.88% |
May 31, 2023 | 47.88% |
April 30, 2023 | 47.88% |
March 31, 2023 | 47.88% |
February 28, 2023 | 47.88% |
January 31, 2023 | 47.88% |
December 31, 2022 | 47.88% |
November 30, 2022 | 47.88% |
October 31, 2022 | 47.88% |
September 30, 2022 | 47.88% |
August 31, 2022 | 47.88% |
July 31, 2022 | 47.88% |
June 30, 2022 | 47.88% |
May 31, 2022 | 47.88% |
April 30, 2022 | 47.88% |
March 31, 2022 | 47.88% |
Date | Value |
---|---|
February 28, 2022 | 47.88% |
January 31, 2022 | 47.88% |
December 31, 2021 | 47.88% |
November 30, 2021 | 47.88% |
October 31, 2021 | 47.88% |
September 30, 2021 | 47.88% |
August 31, 2021 | 47.88% |
July 31, 2021 | 47.88% |
June 30, 2021 | 47.88% |
May 31, 2021 | 47.88% |
April 30, 2021 | 47.88% |
March 31, 2021 | 47.88% |
February 28, 2021 | 47.88% |
January 31, 2021 | 47.88% |
December 31, 2020 | 47.88% |
November 30, 2020 | 47.88% |
October 31, 2020 | 47.88% |
September 30, 2020 | 47.88% |
August 31, 2020 | 47.88% |
July 31, 2020 | 47.88% |
June 30, 2020 | 47.45% |
May 31, 2020 | 47.45% |
April 30, 2020 | 47.45% |
March 31, 2020 | 44.84% |
February 29, 2020 | 31.69% |
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
31.69%
Minimum
Apr 2019
47.88%
Maximum
Jul 2020
44.84%
Average
47.88%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Alpine Income Property Trust Inc | -- |
Diamondrock Hospitality Co | 81.98% |
eXp World Holdings Inc | 88.17% |
VICI Properties Inc | 60.21% |
SBA Communications Corp | 50.31% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.618 |
Beta (5Y) | 0.7645 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.26% |
Historical Sharpe Ratio (5Y) | 0.2334 |
Historical Sortino (5Y) | 0.2851 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.07% |