Gladstone Commercial Corp (GOOD)
17.05
+0.25
(+1.49%)
USD |
NASDAQ |
Nov 21, 16:00
17.05
0.00 (0.00%)
After-Hours: 20:00
Gladstone Commercial Max Drawdown (5Y): 66.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 66.25% |
September 30, 2024 | 66.25% |
August 31, 2024 | 66.25% |
July 31, 2024 | 66.25% |
June 30, 2024 | 66.25% |
May 31, 2024 | 66.25% |
April 30, 2024 | 66.25% |
March 31, 2024 | 66.25% |
February 29, 2024 | 66.25% |
January 31, 2024 | 66.25% |
December 31, 2023 | 66.25% |
November 30, 2023 | 66.25% |
October 31, 2023 | 66.25% |
September 30, 2023 | 66.25% |
August 31, 2023 | 66.25% |
July 31, 2023 | 66.25% |
June 30, 2023 | 66.25% |
May 31, 2023 | 66.25% |
April 30, 2023 | 66.25% |
March 31, 2023 | 66.25% |
February 28, 2023 | 66.25% |
January 31, 2023 | 66.25% |
December 31, 2022 | 66.25% |
November 30, 2022 | 66.25% |
October 31, 2022 | 66.25% |
Date | Value |
---|---|
September 30, 2022 | 66.25% |
August 31, 2022 | 66.25% |
July 31, 2022 | 66.25% |
June 30, 2022 | 66.25% |
May 31, 2022 | 66.25% |
April 30, 2022 | 66.25% |
March 31, 2022 | 66.25% |
February 28, 2022 | 66.25% |
January 31, 2022 | 66.25% |
December 31, 2021 | 66.25% |
November 30, 2021 | 66.25% |
October 31, 2021 | 66.25% |
September 30, 2021 | 66.25% |
August 31, 2021 | 66.25% |
July 31, 2021 | 66.25% |
June 30, 2021 | 66.25% |
May 31, 2021 | 66.25% |
April 30, 2021 | 66.25% |
March 31, 2021 | 66.25% |
February 28, 2021 | 66.25% |
January 31, 2021 | 66.25% |
December 31, 2020 | 66.25% |
November 30, 2020 | 66.25% |
October 31, 2020 | 66.25% |
September 30, 2020 | 66.25% |
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
26.07%
Minimum
Nov 2019
66.25%
Maximum
Mar 2020
63.57%
Average
66.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
LXP Industrial Trust | 47.19% |
Stag Industrial Inc | 45.07% |
Rexford Industrial Realty Inc | 48.37% |
New Concept Energy Inc | 96.36% |
InnSuites Hospitality Trust | 91.17% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.84 |
Beta (5Y) | 1.210 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.34% |
Historical Sharpe Ratio (5Y) | -0.0647 |
Historical Sortino (5Y) | -0.0755 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.47% |