Granite Point Mortgage Trust Inc (GPMT)

2.93 -0.04 (-1.35%) USD  |  NYSE  |  Dec 20, 16:00
2.92 -0.01 (-0.34%) After-Hours: 20:00
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Granite Point Mortgage Trust Max Drawdown (5Y): 87.96% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Anywhere Real Estate Inc 95.05%
First Hartford Corp 45.00%
GiveMePower Corp 99.77%
Forestar Group Inc 63.45%
Fathom Holdings Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -46.96
Beta (5Y) 1.829
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 61.28%
Historical Sharpe Ratio (5Y) -0.3678
Historical Sortino (5Y) -0.4793
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.17%