CTO Realty Growth Inc (CTO)
19.70
+0.10
(+0.51%)
USD |
NYSE |
Nov 05, 10:38
CTO Realty Growth Max Drawdown (5Y): 47.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.88% |
| September 30, 2024 | 47.88% |
| August 31, 2024 | 47.88% |
| July 31, 2024 | 47.88% |
| June 30, 2024 | 47.88% |
| May 31, 2024 | 47.88% |
| April 30, 2024 | 47.88% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
47.88%
Maximum
Jul 2020
46.73%
Average
47.88%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| Cousins Properties Inc | 54.25% |
| Gaming and Leisure Properties Inc | 69.42% |
| Alpine Income Property Trust Inc | -- |
| InvenTrust Properties Corp | 94.36% |
| Healthpeak Properties Inc | 54.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.858 |
| Beta (5Y) | 0.7614 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.36% |
| Historical Sharpe Ratio (5Y) | 0.2913 |
| Historical Sortino (5Y) | 0.3467 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.91% |