Horizon Group Properties Inc (HGPI)
1.95
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Horizon Group Properties Max Drawdown (5Y): 90.83% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 90.83% |
August 31, 2024 | 90.83% |
July 31, 2024 | 90.83% |
June 30, 2024 | 90.83% |
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% |
Date | Value |
---|---|
August 31, 2022 | 90.83% |
July 31, 2022 | 90.83% |
June 30, 2022 | 90.83% |
May 31, 2022 | 90.83% |
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% |
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
55.56%
Minimum
Nov 2019
90.83%
Maximum
Nov 2020
85.71%
Average
90.83%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
AGNC Investment Corp | 54.54% |
Comstock Holding Co Inc | 78.14% |
New England Realty Associates LP | 41.91% |
Diversified Healthcare Trust | 95.99% |
Star Holdings | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.601 |
Beta (5Y) | 0.1329 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.98% |
Historical Sharpe Ratio (5Y) | -0.0917 |
Historical Sortino (5Y) | -0.1733 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.00% |