Invesco Mortgage Capital Inc (IVR)
8.11
+0.03
(+0.37%)
USD |
NYSE |
Nov 21, 16:00
8.15
+0.04
(+0.49%)
After-Hours: 16:26
Invesco Mortgage Capital Max Drawdown (5Y): 93.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.34% |
| September 30, 2024 | 93.34% |
| August 31, 2024 | 93.34% |
| July 31, 2024 | 93.34% |
| June 30, 2024 | 93.34% |
| May 31, 2024 | 93.34% |
| April 30, 2024 | 93.34% |
| March 31, 2024 | 93.34% |
| February 29, 2024 | 93.34% |
| January 31, 2024 | 93.34% |
| December 31, 2023 | 93.34% |
| November 30, 2023 | 93.34% |
| October 31, 2023 | 93.34% |
| September 30, 2023 | 92.44% |
| August 31, 2023 | 92.44% |
| July 31, 2023 | 92.44% |
| June 30, 2023 | 92.44% |
| May 31, 2023 | 92.44% |
| April 30, 2023 | 92.44% |
| March 31, 2023 | 92.44% |
| February 28, 2023 | 92.44% |
| January 31, 2023 | 92.44% |
| December 31, 2022 | 92.44% |
| November 30, 2022 | 92.44% |
| October 31, 2022 | 92.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 92.44% |
| August 31, 2022 | 92.44% |
| July 31, 2022 | 92.44% |
| June 30, 2022 | 92.44% |
| May 31, 2022 | 89.32% |
| April 30, 2022 | 89.32% |
| March 31, 2022 | 89.32% |
| February 28, 2022 | 89.32% |
| January 31, 2022 | 89.32% |
| December 31, 2021 | 89.32% |
| November 30, 2021 | 89.32% |
| October 31, 2021 | 89.32% |
| September 30, 2021 | 89.32% |
| August 31, 2021 | 89.32% |
| July 31, 2021 | 89.32% |
| June 30, 2021 | 89.32% |
| May 31, 2021 | 89.32% |
| April 30, 2021 | 89.32% |
| March 31, 2021 | 89.32% |
| February 28, 2021 | 89.32% |
| January 31, 2021 | 89.32% |
| December 31, 2020 | 89.32% |
| November 30, 2020 | 89.32% |
| October 31, 2020 | 89.32% |
| September 30, 2020 | 89.32% |
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
36.19%
Minimum
Nov 2019
93.34%
Maximum
Oct 2023
87.43%
Average
89.32%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| New York Mortgage Trust Inc | 84.01% |
| Annaly Capital Management Inc | 60.03% |
| RE/MAX Holdings Inc | 82.00% |
| Redwood Trust Inc | 85.40% |
| New Concept Energy Inc | 96.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -62.02 |
| Beta (5Y) | 1.945 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.78% |
| Historical Sharpe Ratio (5Y) | -0.5291 |
| Historical Sortino (5Y) | -0.7081 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.45% |