Independence Realty Trust Inc (IRT)
21.75
+0.27
(+1.26%)
USD |
NYSE |
Nov 22, 16:00
21.76
+0.01
(+0.05%)
After-Hours: 20:00
Independence Realty Trust Max Drawdown (5Y): 56.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.38% |
| September 30, 2024 | 56.38% |
| August 31, 2024 | 56.38% |
| July 31, 2024 | 56.38% |
| June 30, 2024 | 56.38% |
| May 31, 2024 | 56.38% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
56.38%
Maximum
Apr 2020
54.80%
Average
56.38%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| AvalonBay Communities Inc | 46.91% |
| Mid-America Apartment Communities Inc | 45.40% |
| Equity Residential | 45.85% |
| Essex Property Trust Inc | 44.85% |
| Sun Communities Inc | 48.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.600 |
| Beta (5Y) | 1.171 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.25% |
| Historical Sharpe Ratio (5Y) | 0.1902 |
| Historical Sortino (5Y) | 0.217 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.49% |