DigitalBridge Group Inc (DBRG)

11.05 -0.11 (-0.99%) USD  |  NYSE  |  Dec 20, 16:00
11.15 +0.10 (+0.90%) After-Hours: 20:00
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DigitalBridge Group Max Drawdown (5Y): 90.66% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Arbor Realty Trust Inc 72.73%
CoStar Group Inc 46.59%
New Concept Energy Inc 96.36%
InnSuites Hospitality Trust 91.17%
Power REIT 99.48%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -33.71
Beta (5Y) 1.892
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 64.11%
Historical Sharpe Ratio (5Y) -0.1317
Historical Sortino (5Y) -0.2023
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.38%