Franklin BSP Realty Trust, Inc. (FBRT)
8.34
-0.03
(-0.36%)
USD |
NYSE |
Sep 01, 16:00
8.345
0.00 (0.00%)
Pre-Market: 20:00
Franklin BSP Realty Trust Max Drawdown (5Y) : 33.82% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 33.82% |
| July 31, 2026 | 33.82% |
| June 30, 2026 | 31.02% |
| May 31, 2026 | 31.02% |
| April 30, 2026 | 31.02% |
| March 31, 2026 | 31.02% |
| February 28, 2026 | 31.02% |
| January 31, 2026 | 31.02% |
| December 31, 2025 | 31.02% |
| November 30, 2025 | 31.02% |
| October 31, 2025 | 31.02% |
| September 30, 2025 | 31.02% |
| August 31, 2025 | 31.02% |
| July 31, 2025 | 31.02% |
| June 30, 2025 | 31.02% |
| May 31, 2025 | 31.02% |
| April 30, 2025 | 31.02% |
| March 31, 2025 | 31.02% |
| February 28, 2025 | 31.02% |
| January 31, 2025 | 31.02% |
| December 31, 2024 | 31.02% |
| November 30, 2024 | 31.02% |
| October 31, 2024 | 31.02% |
| September 30, 2024 | 31.02% |
| August 31, 2024 | 31.02% |
| Date | Value |
|---|---|
| July 31, 2024 | 31.02% |
| June 30, 2024 | 31.02% |
| May 31, 2024 | 31.02% |
| April 30, 2024 | 31.02% |
| March 31, 2024 | 31.02% |
| February 29, 2024 | 31.02% |
| January 31, 2024 | 31.02% |
| December 31, 2023 | 31.02% |
| November 30, 2023 | 31.02% |
| October 31, 2023 | 31.02% |
| September 30, 2023 | 31.02% |
| August 31, 2023 | 31.02% |
| July 31, 2023 | 31.02% |
| June 30, 2023 | 31.02% |
| May 31, 2023 | 31.02% |
| April 30, 2023 | 31.02% |
| March 31, 2023 | 31.02% |
| February 28, 2023 | 31.02% |
| January 31, 2023 | 31.02% |
| December 31, 2022 | 31.02% |
| November 30, 2022 | 31.02% |
| October 31, 2022 | 31.02% |
| September 30, 2022 | 31.02% |
| August 31, 2022 | 25.35% |
| July 31, 2022 | 25.35% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Ares Commercial Real Estate Corp. | 67.58% |
| Ladder Capital Corp. | 41.76% |
| TPG RE Finance Trust, Inc. | 60.66% |
| BrightSpire Capital, Inc. | 66.63% |
| AGNC Investment Corp. | 54.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.394 |
| Beta (5Y) | 1.270 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.70% |
| Historical Sharpe Ratio (5Y) | 0.058 |
| Historical Sortino (5Y) | 0.1321 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.20% |