Invesco Mortgage Capital Inc (IVR)
9.225
+0.12
(+1.26%)
USD |
NYSE |
May 06, 16:00
9.18
-0.04
(-0.49%)
After-Hours: 20:00
Invesco Mortgage Capital Max Drawdown (5Y): 93.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 89.32% |
July 31, 2020 | 89.32% |
June 30, 2020 | 89.32% |
May 31, 2020 | 89.32% |
April 30, 2020 | 89.32% |
March 31, 2020 | 86.20% |
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
May 2019
93.34%
Maximum
Oct 2023
81.72%
Average
89.32%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
New York Mortgage Trust Inc | 84.01% |
American Homes 4 Rent | 38.40% |
RE/MAX Holdings Inc | 82.00% |
New Concept Energy Inc | 96.36% |
InnSuites Hospitality Trust | 91.17% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -57.80 |
Beta (5Y) | 1.887 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.68% |
Historical Sharpe Ratio (5Y) | -0.5278 |
Historical Sortino (5Y) | -0.7009 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.45% |