Granite Point Mortgage Trust Inc (GPMT)
3.57
+0.05
(+1.42%)
USD |
NYSE |
Nov 22, 10:34
Granite Point Mortgage Trust Max Drawdown (5Y): 87.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.96% |
| September 30, 2024 | 87.96% |
| August 31, 2024 | 87.96% |
| July 31, 2024 | 87.96% |
| June 30, 2024 | 87.96% |
| May 31, 2024 | 87.96% |
| April 30, 2024 | 87.96% |
| March 31, 2024 | 87.96% |
| February 29, 2024 | 87.96% |
| January 31, 2024 | 87.96% |
| December 31, 2023 | 87.96% |
| November 30, 2023 | 87.96% |
| October 31, 2023 | 87.96% |
| September 30, 2023 | 87.96% |
| August 31, 2023 | 87.96% |
| July 31, 2023 | 87.96% |
| June 30, 2023 | 87.96% |
| May 31, 2023 | 87.96% |
| April 30, 2023 | 87.96% |
| March 31, 2023 | 87.96% |
| February 28, 2023 | 87.96% |
| January 31, 2023 | 87.96% |
| December 31, 2022 | 87.96% |
| November 30, 2022 | 87.96% |
| October 31, 2022 | 87.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.96% |
| August 31, 2022 | 87.96% |
| July 31, 2022 | 87.96% |
| June 30, 2022 | 87.96% |
| May 31, 2022 | 87.96% |
| April 30, 2022 | 87.96% |
| March 31, 2022 | 87.96% |
| February 28, 2022 | 87.96% |
| January 31, 2022 | 87.96% |
| December 31, 2021 | 87.96% |
| November 30, 2021 | 87.96% |
| October 31, 2021 | 87.96% |
| September 30, 2021 | 87.96% |
| August 31, 2021 | 87.96% |
| July 31, 2021 | 87.96% |
| June 30, 2021 | 87.96% |
| May 31, 2021 | 87.96% |
| April 30, 2021 | 87.96% |
| March 31, 2021 | 87.96% |
| February 28, 2021 | 87.96% |
| January 31, 2021 | 87.96% |
| December 31, 2020 | 87.96% |
| November 30, 2020 | 87.96% |
| October 31, 2020 | 87.96% |
| September 30, 2020 | 87.96% |
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
12.32%
Minimum
Nov 2019
87.96%
Maximum
Mar 2020
82.91%
Average
87.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Anywhere Real Estate Inc | 95.05% |
| First Hartford Corp | 45.00% |
| GiveMePower Corp | 99.42% |
| Forestar Group Inc | 63.45% |
| Fathom Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -48.69 |
| Beta (5Y) | 1.788 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.99% |
| Historical Sharpe Ratio (5Y) | -0.4198 |
| Historical Sortino (5Y) | -0.5442 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.17% |