Dynex Capital Inc (DX)
12.44
+0.06
(+0.44%)
USD |
NYSE |
Nov 25, 15:03
Dynex Capital Max Drawdown (5Y): 56.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.79% |
| September 30, 2024 | 56.79% |
| August 31, 2024 | 56.79% |
| July 31, 2024 | 56.79% |
| June 30, 2024 | 56.79% |
| May 31, 2024 | 56.79% |
| April 30, 2024 | 56.79% |
| March 31, 2024 | 56.79% |
| February 29, 2024 | 56.79% |
| January 31, 2024 | 56.79% |
| December 31, 2023 | 56.79% |
| November 30, 2023 | 56.79% |
| October 31, 2023 | 56.79% |
| September 30, 2023 | 56.79% |
| August 31, 2023 | 56.79% |
| July 31, 2023 | 56.79% |
| June 30, 2023 | 56.79% |
| May 31, 2023 | 56.79% |
| April 30, 2023 | 56.79% |
| March 31, 2023 | 56.79% |
| February 28, 2023 | 56.79% |
| January 31, 2023 | 56.79% |
| December 31, 2022 | 56.79% |
| November 30, 2022 | 56.79% |
| October 31, 2022 | 56.79% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.79% |
| August 31, 2022 | 56.79% |
| July 31, 2022 | 56.79% |
| June 30, 2022 | 56.79% |
| May 31, 2022 | 56.79% |
| April 30, 2022 | 56.79% |
| March 31, 2022 | 56.79% |
| February 28, 2022 | 56.79% |
| January 31, 2022 | 56.79% |
| December 31, 2021 | 56.79% |
| November 30, 2021 | 56.79% |
| October 31, 2021 | 56.79% |
| September 30, 2021 | 56.79% |
| August 31, 2021 | 56.79% |
| July 31, 2021 | 56.79% |
| June 30, 2021 | 56.79% |
| May 31, 2021 | 56.79% |
| April 30, 2021 | 56.79% |
| March 31, 2021 | 56.79% |
| February 28, 2021 | 56.79% |
| January 31, 2021 | 56.79% |
| December 31, 2020 | 56.79% |
| November 30, 2020 | 56.79% |
| October 31, 2020 | 56.79% |
| September 30, 2020 | 56.79% |
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
29.43%
Minimum
Nov 2019
56.79%
Maximum
Mar 2020
54.97%
Average
56.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Redfin Corp | 96.61% |
| Cousins Properties Inc | 54.25% |
| Easterly Government Properties Inc | 57.12% |
| JBG SMITH Properties | 65.32% |
| Opendoor Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.90 |
| Beta (5Y) | 1.327 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.70% |
| Historical Sharpe Ratio (5Y) | 0.0989 |
| Historical Sortino (5Y) | 0.1096 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.91% |