CareTrust REIT Inc (CTRE)
29.94
-1.12
(-3.61%)
USD |
NYSE |
Nov 05, 10:18
CareTrust REIT Max Drawdown (5Y): 67.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 67.44% |
September 30, 2024 | 67.44% |
August 31, 2024 | 67.44% |
July 31, 2024 | 67.44% |
June 30, 2024 | 67.44% |
May 31, 2024 | 67.44% |
April 30, 2024 | 67.44% |
March 31, 2024 | 67.44% |
February 29, 2024 | 67.44% |
January 31, 2024 | 67.44% |
December 31, 2023 | 67.44% |
November 30, 2023 | 67.44% |
October 31, 2023 | 67.44% |
September 30, 2023 | 67.44% |
August 31, 2023 | 67.44% |
July 31, 2023 | 67.44% |
June 30, 2023 | 67.44% |
May 31, 2023 | 67.44% |
April 30, 2023 | 67.44% |
March 31, 2023 | 67.44% |
February 28, 2023 | 67.44% |
January 31, 2023 | 67.44% |
December 31, 2022 | 67.44% |
November 30, 2022 | 67.44% |
October 31, 2022 | 67.44% |
Date | Value |
---|---|
September 30, 2022 | 67.44% |
August 31, 2022 | 67.44% |
July 31, 2022 | 67.44% |
June 30, 2022 | 67.44% |
May 31, 2022 | 67.44% |
April 30, 2022 | 67.44% |
March 31, 2022 | 67.44% |
February 28, 2022 | 67.44% |
January 31, 2022 | 67.44% |
December 31, 2021 | 67.44% |
November 30, 2021 | 67.44% |
October 31, 2021 | 67.44% |
September 30, 2021 | 67.44% |
August 31, 2021 | 67.44% |
July 31, 2021 | 67.44% |
June 30, 2021 | 67.44% |
May 31, 2021 | 67.44% |
April 30, 2021 | 67.44% |
March 31, 2021 | 67.44% |
February 28, 2021 | 67.44% |
January 31, 2021 | 67.44% |
December 31, 2020 | 67.44% |
November 30, 2020 | 67.44% |
October 31, 2020 | 67.44% |
September 30, 2020 | 67.44% |
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
32.71%
Minimum
Nov 2019
67.44%
Maximum
Mar 2020
65.13%
Average
67.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Digital Realty Trust Inc | 48.47% |
Ventas Inc | 76.93% |
Sabra Health Care REIT Inc | 74.93% |
CoStar Group Inc | 46.59% |
Pebblebrook Hotel Trust | 83.72% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.651 |
Beta (5Y) | 1.092 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.96% |
Historical Sharpe Ratio (5Y) | 0.278 |
Historical Sortino (5Y) | 0.3193 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.63% |