Greystone Housing Impact Investors LP (GHI)
15.65
+0.07
(+0.45%)
USD |
NYSE |
May 01, 16:00
15.65
0.00 (0.00%)
After-Hours: 20:00
Greystone Housing Impact Investors Max Drawdown (5Y): 53.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 53.82% |
| March 31, 2024 | 53.82% |
| February 29, 2024 | 53.82% |
| January 31, 2024 | 53.82% |
| December 31, 2023 | 53.82% |
| November 30, 2023 | 53.82% |
| October 31, 2023 | 53.82% |
| September 30, 2023 | 53.82% |
| August 31, 2023 | 53.82% |
| July 31, 2023 | 53.82% |
| June 30, 2023 | 53.82% |
| May 31, 2023 | 53.82% |
| April 30, 2023 | 53.82% |
| March 31, 2023 | 53.82% |
| February 28, 2023 | 53.82% |
| January 31, 2023 | 53.82% |
| December 31, 2022 | 53.82% |
| November 30, 2022 | 53.82% |
| October 31, 2022 | 53.82% |
| September 30, 2022 | 53.82% |
| August 31, 2022 | 53.82% |
| July 31, 2022 | 53.82% |
| June 30, 2022 | 53.82% |
| May 31, 2022 | 53.82% |
| April 30, 2022 | 53.82% |
| Date | Value |
|---|---|
| March 31, 2022 | 53.82% |
| February 28, 2022 | 53.82% |
| January 31, 2022 | 53.82% |
| December 31, 2021 | 53.82% |
| November 30, 2021 | 53.82% |
| October 31, 2021 | 53.82% |
| September 30, 2021 | 53.82% |
| August 31, 2021 | 53.82% |
| July 31, 2021 | 53.82% |
| June 30, 2021 | 53.82% |
| May 31, 2021 | 53.82% |
| April 30, 2021 | 53.82% |
| March 31, 2021 | 53.82% |
| February 28, 2021 | 53.82% |
| January 31, 2021 | 53.82% |
| December 31, 2020 | 53.82% |
| November 30, 2020 | 53.82% |
| October 31, 2020 | 53.82% |
| September 30, 2020 | 53.82% |
| August 31, 2020 | 53.82% |
| July 31, 2020 | 53.82% |
| June 30, 2020 | 49.07% |
| May 31, 2020 | 49.07% |
| April 30, 2020 | 49.07% |
| March 31, 2020 | 49.07% |
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
23.72%
Minimum
May 2019
53.82%
Maximum
Jul 2020
48.49%
Average
53.82%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| Oaktree Specialty Lending Corp | 57.20% |
| Ally Financial Inc | 66.24% |
| Navient Corp | 67.67% |
| PayPal Holdings Inc | 83.67% |
| LM Funding America Inc | 99.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.840 |
| Beta (5Y) | 0.6592 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.74% |
| Historical Sharpe Ratio (5Y) | 0.0182 |
| Historical Sortino (5Y) | 0.0222 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.89% |