Gyrodyne LLC (GYRO)
10.66
+0.36
(+3.50%)
USD |
NASDAQ |
Nov 04, 16:00
10.66
0.00 (0.00%)
After-Hours: 20:00
Gyrodyne Max Drawdown (5Y): 63.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 63.14% |
September 30, 2024 | 63.14% |
August 31, 2024 | 63.14% |
July 31, 2024 | 63.14% |
June 30, 2024 | 63.14% |
May 31, 2024 | 63.14% |
April 30, 2024 | 63.14% |
March 31, 2024 | 63.14% |
February 29, 2024 | 63.14% |
January 31, 2024 | 63.14% |
December 31, 2023 | 63.14% |
November 30, 2023 | 63.14% |
October 31, 2023 | 63.14% |
September 30, 2023 | 63.14% |
August 31, 2023 | 67.65% |
July 31, 2023 | 75.82% |
June 30, 2023 | 75.82% |
May 31, 2023 | 75.82% |
April 30, 2023 | 75.82% |
March 31, 2023 | 75.82% |
February 28, 2023 | 75.82% |
January 31, 2023 | 75.82% |
December 31, 2022 | 75.82% |
November 30, 2022 | 76.04% |
October 31, 2022 | 76.04% |
Date | Value |
---|---|
September 30, 2022 | 76.04% |
August 31, 2022 | 76.04% |
July 31, 2022 | 76.04% |
June 30, 2022 | 76.04% |
May 31, 2022 | 76.04% |
April 30, 2022 | 76.04% |
March 31, 2022 | 76.04% |
February 28, 2022 | 76.04% |
January 31, 2022 | 76.04% |
December 31, 2021 | 76.04% |
November 30, 2021 | 77.49% |
October 31, 2021 | 77.80% |
September 30, 2021 | 78.21% |
August 31, 2021 | 78.21% |
July 31, 2021 | 78.21% |
June 30, 2021 | 78.21% |
May 31, 2021 | 78.21% |
April 30, 2021 | 78.21% |
March 31, 2021 | 78.21% |
February 28, 2021 | 78.50% |
January 31, 2021 | 78.69% |
December 31, 2020 | 79.12% |
November 30, 2020 | 79.70% |
October 31, 2020 | 80.31% |
September 30, 2020 | 80.59% |
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
63.14%
Minimum
Sep 2023
80.59%
Maximum
Nov 2019
74.27%
Average
76.04%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
CoStar Group Inc | 46.59% |
New Concept Energy Inc | 96.36% |
InnSuites Hospitality Trust | 91.17% |
Power REIT | 99.48% |
ReAlpha Tech Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.40 |
Beta (5Y) | 0.5153 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.04% |
Historical Sharpe Ratio (5Y) | -0.526 |
Historical Sortino (5Y) | -0.8309 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.32% |