DigitalBridge Group Inc (DBRG)
12.57
-0.84
(-6.26%)
USD |
NYSE |
Nov 04, 16:00
12.65
+0.08
(+0.64%)
Pre-Market: 08:53
DigitalBridge Group Max Drawdown (5Y): 89.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.76% |
| September 30, 2024 | 89.76% |
| August 31, 2024 | 89.76% |
| July 31, 2024 | 89.76% |
| June 30, 2024 | 89.76% |
| May 31, 2024 | 89.76% |
| April 30, 2024 | 89.76% |
| March 31, 2024 | 89.76% |
| February 29, 2024 | 89.76% |
| January 31, 2024 | 89.76% |
| December 31, 2023 | 89.76% |
| November 30, 2023 | 89.76% |
| October 31, 2023 | 89.76% |
| September 30, 2023 | 89.76% |
| August 31, 2023 | 89.76% |
| July 31, 2023 | 89.76% |
| June 30, 2023 | 89.76% |
| May 31, 2023 | 89.76% |
| April 30, 2023 | 89.76% |
| March 31, 2023 | 89.76% |
| February 28, 2023 | 89.76% |
| January 31, 2023 | 89.76% |
| December 31, 2022 | 89.76% |
| November 30, 2022 | 89.76% |
| October 31, 2022 | 89.76% |
| Date | Value |
|---|---|
| September 30, 2022 | 89.76% |
| August 31, 2022 | 89.76% |
| July 31, 2022 | 89.76% |
| June 30, 2022 | 89.76% |
| May 31, 2022 | 89.76% |
| April 30, 2022 | 89.76% |
| March 31, 2022 | 89.76% |
| February 28, 2022 | 89.76% |
| January 31, 2022 | 89.76% |
| December 31, 2021 | 89.76% |
| November 30, 2021 | 89.76% |
| October 31, 2021 | 89.76% |
| September 30, 2021 | 89.76% |
| August 31, 2021 | 89.76% |
| July 31, 2021 | 89.76% |
| June 30, 2021 | 89.76% |
| May 31, 2021 | 89.76% |
| April 30, 2021 | 89.76% |
| March 31, 2021 | 89.76% |
| February 28, 2021 | 89.76% |
| January 31, 2021 | 89.76% |
| December 31, 2020 | 89.76% |
| November 30, 2020 | 89.76% |
| October 31, 2020 | 89.76% |
| September 30, 2020 | 89.76% |
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
73.16%
Minimum
Nov 2019
89.76%
Maximum
Mar 2020
88.65%
Average
89.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CoStar Group Inc | 46.59% |
| New Concept Energy Inc | 96.36% |
| Gyrodyne LLC | 63.14% |
| InnSuites Hospitality Trust | 91.17% |
| Power REIT | 99.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.62 |
| Beta (5Y) | 1.940 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.42% |
| Historical Sharpe Ratio (5Y) | -0.1196 |
| Historical Sortino (5Y) | -0.1802 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.89% |