Invitation Homes Inc (INVH)

32.14 +0.42 (+1.32%) USD  |  NYSE  |  Dec 20, 16:00
32.20 +0.06 (+0.19%) After-Hours: 20:00
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Invitation Homes Max Drawdown (5Y): 50.54% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Iron Mountain Inc 37.87%
Equinix Inc 41.77%
Realty Income Corp 48.28%
Clipper Realty Inc 66.95%
Lamar Advertising Co 65.88%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.26
Beta (5Y) 1.035
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.43%
Historical Sharpe Ratio (5Y) 0.0971
Historical Sortino (5Y) 0.1135
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.93%