InnSuites Hospitality Trust (IHT)
1.431
+0.02
(+1.11%)
USD |
NYAM |
Apr 26, 16:00
1.46
+0.03
(+2.05%)
After-Hours: 20:00
InnSuites Hospitality Trust Max Drawdown (5Y): 91.17% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 91.17% |
| February 29, 2024 | 91.17% |
| January 31, 2024 | 91.17% |
| December 31, 2023 | 91.17% |
| November 30, 2023 | 91.17% |
| October 31, 2023 | 91.17% |
| September 30, 2023 | 91.17% |
| August 31, 2023 | 89.46% |
| July 31, 2023 | 89.46% |
| June 30, 2023 | 89.46% |
| May 31, 2023 | 89.46% |
| April 30, 2023 | 89.29% |
| March 31, 2023 | 88.65% |
| February 28, 2023 | 88.65% |
| January 31, 2023 | 88.65% |
| December 31, 2022 | 88.65% |
| November 30, 2022 | 86.56% |
| October 31, 2022 | 83.76% |
| September 30, 2022 | 83.24% |
| August 31, 2022 | 81.90% |
| July 31, 2022 | 81.90% |
| June 30, 2022 | 81.90% |
| May 31, 2022 | 81.90% |
| April 30, 2022 | 81.09% |
| March 31, 2022 | 81.09% |
| Date | Value |
|---|---|
| February 28, 2022 | 81.09% |
| January 31, 2022 | 81.09% |
| December 31, 2021 | 81.09% |
| November 30, 2021 | 73.98% |
| October 31, 2021 | 71.68% |
| September 30, 2021 | 71.68% |
| August 31, 2021 | 71.68% |
| July 31, 2021 | 71.68% |
| June 30, 2021 | 71.68% |
| May 31, 2021 | 71.68% |
| April 30, 2021 | 71.68% |
| March 31, 2021 | 71.68% |
| February 28, 2021 | 71.68% |
| January 31, 2021 | 71.68% |
| December 31, 2020 | 71.68% |
| November 30, 2020 | 71.68% |
| October 31, 2020 | 71.68% |
| September 30, 2020 | 71.68% |
| August 31, 2020 | 71.68% |
| July 31, 2020 | 71.68% |
| June 30, 2020 | 71.68% |
| May 31, 2020 | 71.68% |
| April 30, 2020 | 66.90% |
| March 31, 2020 | 62.41% |
| February 29, 2020 | 58.32% |
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
58.32%
Minimum
Apr 2019
91.17%
Maximum
Sep 2023
76.03%
Average
71.68%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Digital Realty Trust Inc | 48.47% |
| New Concept Energy Inc | 96.36% |
| CoStar Group Inc | 46.59% |
| Gyrodyne LLC | 63.14% |
| Power REIT | 99.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.205 |
| Beta (5Y) | 0.1449 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 123.3% |
| Historical Sharpe Ratio (5Y) | -0.0431 |
| Historical Sortino (5Y) | -0.1491 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.51% |