Global Medical REIT Inc (GMRE)
8.70
-0.03
(-0.34%)
USD |
NYSE |
Nov 22, 16:00
8.70
0.00 (0.00%)
After-Hours: 20:00
Global Medical REIT Max Drawdown (5Y): 58.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.92% |
| September 30, 2024 | 58.92% |
| August 31, 2024 | 58.92% |
| July 31, 2024 | 58.92% |
| June 30, 2024 | 58.92% |
| May 31, 2024 | 58.92% |
| April 30, 2024 | 58.92% |
| March 31, 2024 | 58.92% |
| February 29, 2024 | 58.92% |
| January 31, 2024 | 58.92% |
| December 31, 2023 | 58.92% |
| November 30, 2023 | 58.92% |
| October 31, 2023 | 58.92% |
| September 30, 2023 | 58.92% |
| August 31, 2023 | 58.92% |
| July 31, 2023 | 58.92% |
| June 30, 2023 | 58.92% |
| May 31, 2023 | 58.92% |
| April 30, 2023 | 58.92% |
| March 31, 2023 | 58.92% |
| February 28, 2023 | 58.92% |
| January 31, 2023 | 58.92% |
| December 31, 2022 | 58.92% |
| November 30, 2022 | 58.92% |
| October 31, 2022 | 58.92% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.03% |
| August 31, 2022 | 49.56% |
| July 31, 2022 | 49.56% |
| June 30, 2022 | 49.56% |
| May 31, 2022 | 49.56% |
| April 30, 2022 | 49.56% |
| March 31, 2022 | 49.56% |
| February 28, 2022 | 49.56% |
| January 31, 2022 | 49.56% |
| December 31, 2021 | 49.56% |
| November 30, 2021 | 49.56% |
| October 31, 2021 | 49.56% |
| September 30, 2021 | 49.56% |
| August 31, 2021 | 49.56% |
| July 31, 2021 | 49.56% |
| June 30, 2021 | 49.56% |
| May 31, 2021 | 49.56% |
| April 30, 2021 | 49.56% |
| March 31, 2021 | 49.56% |
| February 28, 2021 | 49.56% |
| January 31, 2021 | 49.56% |
| December 31, 2020 | 49.56% |
| November 30, 2020 | 49.56% |
| October 31, 2020 | 49.56% |
| September 30, 2020 | 49.56% |
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
33.88%
Minimum
Nov 2019
58.92%
Maximum
Oct 2022
52.46%
Average
49.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.77 |
| Beta (5Y) | 1.252 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.19% |
| Historical Sharpe Ratio (5Y) | -0.017 |
| Historical Sortino (5Y) | -0.0223 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.64% |