Gyrodyne LLC (GYRO)
7.900
-0.05
(-0.63%)
USD |
NASDAQ |
Apr 29, 16:00
7.94
+0.04
(+0.51%)
After-Hours: 20:00
Gyrodyne Max Drawdown (5Y): 63.14% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 80.59% |
| July 31, 2020 | 80.59% |
| June 30, 2020 | 80.59% |
| May 31, 2020 | 80.59% |
| April 30, 2020 | 80.59% |
| March 31, 2020 | 80.59% |
| February 29, 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
Apr 2019
76.31%
Average
78.00%
Median
Max Drawdown (5Y) Benchmarks
| CoStar Group Inc | 46.59% |
| New Concept Energy Inc | 96.36% |
| InnSuites Hospitality Trust | 91.17% |
| Power REIT | 99.36% |
| ReAlpha Tech Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.21 |
| Beta (5Y) | 0.5267 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.52% |
| Historical Sharpe Ratio (5Y) | -0.6403 |
| Historical Sortino (5Y) | -0.9265 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.32% |