Granite Point Mortgage Trust, Inc. (GPMT)
1.06
-0.03
(-2.75%)
USD |
NYSE |
Aug 25, 16:00
1.11
+0.05
(+4.72%)
After-Hours: 19:59
Granite Point Mortgage Trust Max Drawdown (5Y) : 85.92% for July 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 |
|---|---|
| July 31, 2026 | 85.92% |
| June 30, 2026 | 85.92% |
| May 31, 2026 | 85.92% |
| April 30, 2026 | 85.92% |
| March 31, 2026 | 85.40% |
| February 28, 2026 | 84.13% |
| January 31, 2026 | 84.13% |
| December 31, 2025 | 84.13% |
| November 30, 2025 | 84.13% |
| October 31, 2025 | 84.13% |
| September 30, 2025 | 84.13% |
| August 31, 2025 | 84.13% |
| July 31, 2025 | 84.13% |
| June 30, 2025 | 84.13% |
| May 31, 2025 | 84.13% |
| April 30, 2025 | 84.13% |
| March 31, 2025 | 85.79% |
| February 28, 2025 | 88.02% |
| January 31, 2025 | 88.02% |
| December 31, 2024 | 88.02% |
| November 30, 2024 | 88.02% |
| October 31, 2024 | 88.02% |
| September 30, 2024 | 88.02% |
| August 31, 2024 | 88.02% |
| July 31, 2024 | 88.02% |
| Date | Value |
|---|---|
| June 30, 2024 | 88.02% |
| May 31, 2024 | 88.02% |
| April 30, 2024 | 88.02% |
| March 31, 2024 | 88.02% |
| February 29, 2024 | 88.02% |
| January 31, 2024 | 88.02% |
| December 31, 2023 | 88.02% |
| November 30, 2023 | 88.02% |
| October 31, 2023 | 88.02% |
| September 30, 2023 | 88.02% |
| August 31, 2023 | 88.02% |
| July 31, 2023 | 88.02% |
| June 30, 2023 | 88.02% |
| May 31, 2023 | 88.02% |
| April 30, 2023 | 88.02% |
| March 31, 2023 | 88.02% |
| February 28, 2023 | 88.02% |
| January 31, 2023 | 88.02% |
| December 31, 2022 | 88.02% |
| November 30, 2022 | 88.02% |
| October 31, 2022 | 88.02% |
| September 30, 2022 | 88.02% |
| August 31, 2022 | 88.02% |
| July 31, 2022 | 88.02% |
| June 30, 2022 | 88.02% |
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
| Arbor Realty Trust, Inc. | 61.95% |
| NexPoint Real Estate Finance, Inc. | 44.75% |
| ARMOUR Residential REIT, Inc. | 78.15% |
| Ready Capital Corp. | 85.25% |
| Adamas Trust, Inc. | 65.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.91 |
| Beta (5Y) | 1.614 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.84% |
| Historical Sharpe Ratio (5Y) | -0.754 |
| Historical Sortino (5Y) | -1.195 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.18% |