Diversified Healthcare Trust (DHC)
2.435
0.00 (0.00%)
USD |
NASDAQ |
Nov 21, 16:00
2.435
0.00 (0.00%)
After-Hours: 20:00
Diversified Healthcare Trust Max Drawdown (5Y): 95.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.99% |
| September 30, 2024 | 95.99% |
| August 31, 2024 | 95.99% |
| July 31, 2024 | 95.99% |
| June 30, 2024 | 95.99% |
| May 31, 2024 | 95.99% |
| April 30, 2024 | 95.99% |
| March 31, 2024 | 95.99% |
| February 29, 2024 | 95.99% |
| January 31, 2024 | 95.99% |
| December 31, 2023 | 95.99% |
| November 30, 2023 | 95.99% |
| October 31, 2023 | 95.99% |
| September 30, 2023 | 95.99% |
| August 31, 2023 | 95.99% |
| July 31, 2023 | 95.99% |
| June 30, 2023 | 95.99% |
| May 31, 2023 | 95.99% |
| April 30, 2023 | 95.99% |
| March 31, 2023 | 95.99% |
| February 28, 2023 | 95.99% |
| January 31, 2023 | 95.99% |
| December 31, 2022 | 95.99% |
| November 30, 2022 | 94.20% |
| October 31, 2022 | 94.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.74% |
| August 31, 2022 | 90.77% |
| July 31, 2022 | 89.32% |
| June 30, 2022 | 88.56% |
| May 31, 2022 | 87.60% |
| April 30, 2022 | 87.60% |
| March 31, 2022 | 87.60% |
| February 28, 2022 | 87.60% |
| January 31, 2022 | 87.60% |
| December 31, 2021 | 87.60% |
| November 30, 2021 | 87.60% |
| October 31, 2021 | 87.60% |
| September 30, 2021 | 87.60% |
| August 31, 2021 | 87.60% |
| July 31, 2021 | 87.60% |
| June 30, 2021 | 87.60% |
| May 31, 2021 | 87.60% |
| April 30, 2021 | 87.60% |
| March 31, 2021 | 87.60% |
| February 28, 2021 | 87.60% |
| January 31, 2021 | 87.60% |
| December 31, 2020 | 87.60% |
| November 30, 2020 | 87.60% |
| October 31, 2020 | 87.60% |
| September 30, 2020 | 87.60% |
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
59.39%
Minimum
Nov 2019
95.99%
Maximum
Dec 2022
89.45%
Average
87.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AGNC Investment Corp | 54.54% |
| American Realty Investors Inc | 69.56% |
| Comstock Holding Co Inc | 80.90% |
| New England Realty Associates LP | 41.91% |
| Star Holdings | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.46 |
| Beta (5Y) | 2.236 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 111.5% |
| Historical Sharpe Ratio (5Y) | -0.1667 |
| Historical Sortino (5Y) | -0.427 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.90% |