Gladstone Commercial Corp (GOOD)
14.75
-0.13
(-0.87%)
USD |
NASDAQ |
Mar 28, 14:31
Gladstone Commercial Max Drawdown (5Y): 66.25% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| CoStar Group Inc | 46.59% |
| New York Mortgage Trust Inc | 84.01% |
| Community Healthcare Trust Inc | 63.36% |
| New Concept Energy Inc | 96.36% |
| InnSuites Hospitality Trust | 91.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.98 |
| Beta (5Y) | 1.244 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.36% |
| Historical Sharpe Ratio (5Y) | 0.1031 |
| Historical Sortino (5Y) | 0.1516 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.85% |