Income Opportunity Realty Investors Inc (IOR)
16.50
0.00 (0.00%)
USD |
NYAM |
Nov 04, 16:00
Income Opportunity Realty Investors Max Drawdown (5Y): 44.53% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 44.53% |
August 31, 2024 | 44.53% |
July 31, 2024 | 44.53% |
June 30, 2024 | 44.53% |
May 31, 2024 | 44.53% |
April 30, 2024 | 44.53% |
March 31, 2024 | 44.53% |
February 29, 2024 | 44.53% |
January 31, 2024 | 44.53% |
December 31, 2023 | 44.53% |
November 30, 2023 | 44.53% |
October 31, 2023 | 44.53% |
September 30, 2023 | 44.53% |
August 31, 2023 | 44.53% |
July 31, 2023 | 44.53% |
June 30, 2023 | 44.53% |
May 31, 2023 | 44.53% |
April 30, 2023 | 44.53% |
March 31, 2023 | 44.53% |
February 28, 2023 | 44.53% |
January 31, 2023 | 44.53% |
December 31, 2022 | 44.53% |
November 30, 2022 | 44.53% |
October 31, 2022 | 44.53% |
September 30, 2022 | 44.53% |
Date | Value |
---|---|
August 31, 2022 | 44.53% |
July 31, 2022 | 44.53% |
June 30, 2022 | 44.53% |
May 31, 2022 | 44.53% |
April 30, 2022 | 44.53% |
March 31, 2022 | 44.53% |
February 28, 2022 | 44.53% |
January 31, 2022 | 44.53% |
December 31, 2021 | 44.53% |
November 30, 2021 | 44.53% |
October 31, 2021 | 44.53% |
September 30, 2021 | 44.53% |
August 31, 2021 | 44.53% |
July 31, 2021 | 44.53% |
June 30, 2021 | 44.53% |
May 31, 2021 | 44.53% |
April 30, 2021 | 44.53% |
March 31, 2021 | 44.53% |
February 28, 2021 | 44.53% |
January 31, 2021 | 44.53% |
December 31, 2020 | 44.53% |
November 30, 2020 | 44.53% |
October 31, 2020 | 44.53% |
September 30, 2020 | 44.53% |
August 31, 2020 | 44.53% |
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
29.42%
Minimum
Nov 2019
44.53%
Maximum
Apr 2020
43.29%
Average
44.53%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.762 |
Beta (5Y) | 0.1996 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.21% |
Historical Sharpe Ratio (5Y) | 0.1394 |
Historical Sortino (5Y) | 0.2258 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.75% |