Invesco Mortgage Capital Inc (IVR)
6.55
+0.09
(+1.39%)
USD |
NYSE |
Apr 15, 16:00
6.55
0.00 (0.00%)
After-Hours: 20:00
Invesco Mortgage Capital Max Drawdown (5Y): 92.63% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Arbor Realty Trust Inc | 72.73% |
| Ares Commercial Real Estate Corp | 75.21% |
| New Concept Energy Inc | 96.92% |
| InnSuites Hospitality Trust | 91.17% |
| Power REIT | 99.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.94 |
| Beta (5Y) | 1.450 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.65% |
| Historical Sharpe Ratio (5Y) | -0.2387 |
| Historical Sortino (5Y) | -0.4864 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.20% |