Horizon Group Properties Inc (HGPI)
2.00
0.00 (0.00%)
USD |
OTCM |
Jun 20, 09:30
Horizon Group Properties Max Drawdown (5Y): 90.83% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 90.83% |
| April 30, 2024 | 90.83% |
| March 31, 2024 | 90.83% |
| February 29, 2024 | 90.83% |
| January 31, 2024 | 90.83% |
| December 31, 2023 | 90.83% |
| November 30, 2023 | 90.83% |
| October 31, 2023 | 90.83% |
| September 30, 2023 | 90.83% |
| August 31, 2023 | 90.83% |
| July 31, 2023 | 90.83% |
| June 30, 2023 | 90.83% |
| May 31, 2023 | 90.83% |
| April 30, 2023 | 90.83% |
| March 31, 2023 | 90.83% |
| February 28, 2023 | 90.83% |
| January 31, 2023 | 90.83% |
| December 31, 2022 | 90.83% |
| November 30, 2022 | 90.83% |
| October 31, 2022 | 90.83% |
| September 30, 2022 | 90.83% |
| August 31, 2022 | 90.83% |
| July 31, 2022 | 90.83% |
| June 30, 2022 | 90.83% |
| May 31, 2022 | 90.83% |
| Date | Value |
|---|---|
| April 30, 2022 | 90.83% |
| March 31, 2022 | 90.83% |
| February 28, 2022 | 90.83% |
| January 31, 2022 | 90.83% |
| December 31, 2021 | 90.83% |
| November 30, 2021 | 90.83% |
| October 31, 2021 | 90.83% |
| September 30, 2021 | 90.83% |
| August 31, 2021 | 90.83% |
| July 31, 2021 | 90.83% |
| June 30, 2021 | 90.83% |
| May 31, 2021 | 90.83% |
| April 30, 2021 | 90.83% |
| March 31, 2021 | 90.83% |
| February 28, 2021 | 90.83% |
| January 31, 2021 | 90.83% |
| December 31, 2020 | 90.83% |
| November 30, 2020 | 90.83% |
| October 31, 2020 | 88.89% |
| September 30, 2020 | 75.56% |
| August 31, 2020 | 75.56% |
| July 31, 2020 | 75.56% |
| June 30, 2020 | 70.00% |
| May 31, 2020 | 60.22% |
| April 30, 2020 | 60.00% |
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
50.00%
Minimum
Jun 2019
90.83%
Maximum
Nov 2020
82.77%
Average
90.83%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| AGNC Investment Corp | 54.54% |
| Comstock Holding Co Inc | 78.21% |
| New England Realty Associates LP | 41.91% |
| Diversified Healthcare Trust | 95.99% |
| Star Holdings | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.19 |
| Beta (5Y) | 0.0934 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.21% |
| Historical Sharpe Ratio (5Y) | -0.1353 |
| Historical Sortino (5Y) | -0.2561 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.00% |