Independence Realty Trust Inc (IRT)
15.88
+0.12
(+0.76%)
USD |
NYSE |
May 02, 10:29
Independence Realty Trust Max Drawdown (5Y): 56.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.38% |
March 31, 2024 | 56.38% |
February 29, 2024 | 56.38% |
January 31, 2024 | 56.38% |
December 31, 2023 | 56.38% |
November 30, 2023 | 56.38% |
October 31, 2023 | 56.38% |
September 30, 2023 | 56.38% |
August 31, 2023 | 56.38% |
July 31, 2023 | 56.38% |
June 30, 2023 | 56.38% |
May 31, 2023 | 56.38% |
April 30, 2023 | 56.38% |
March 31, 2023 | 56.38% |
February 28, 2023 | 56.38% |
January 31, 2023 | 56.38% |
December 31, 2022 | 56.38% |
November 30, 2022 | 56.38% |
October 31, 2022 | 56.38% |
September 30, 2022 | 56.38% |
August 31, 2022 | 56.38% |
July 31, 2022 | 56.38% |
June 30, 2022 | 56.38% |
May 31, 2022 | 56.38% |
April 30, 2022 | 56.38% |
Date | Value |
---|---|
March 31, 2022 | 56.38% |
February 28, 2022 | 56.38% |
January 31, 2022 | 56.38% |
December 31, 2021 | 56.38% |
November 30, 2021 | 56.38% |
October 31, 2021 | 56.38% |
September 30, 2021 | 56.38% |
August 31, 2021 | 56.38% |
July 31, 2021 | 56.38% |
June 30, 2021 | 56.38% |
May 31, 2021 | 56.38% |
April 30, 2021 | 56.38% |
March 31, 2021 | 56.38% |
February 28, 2021 | 56.38% |
January 31, 2021 | 56.38% |
December 31, 2020 | 56.38% |
November 30, 2020 | 56.38% |
October 31, 2020 | 56.38% |
September 30, 2020 | 56.38% |
August 31, 2020 | 56.38% |
July 31, 2020 | 56.38% |
June 30, 2020 | 56.38% |
May 31, 2020 | 56.38% |
April 30, 2020 | 56.38% |
March 31, 2020 | 53.82% |
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
33.40%
Minimum
May 2019
56.38%
Maximum
Apr 2020
52.51%
Average
56.38%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
AvalonBay Communities Inc | 46.91% |
Camden Property Trust | 50.23% |
Equity Residential | 45.85% |
UDR Inc | 44.44% |
AGNC Investment Corp | 54.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.422 |
Beta (5Y) | 1.074 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.43% |
Historical Sharpe Ratio (5Y) | 0.3062 |
Historical Sortino (5Y) | 0.3535 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.49% |