KKR Real Estate Finance Trust Inc (KREF)
8.975
-0.30
(-3.29%)
USD |
NYSE |
Apr 24, 16:00
8.975
0.00 (0.00%)
After-Hours: 20:00
KKR Real Estate Finance Trust Max Drawdown (5Y): 50.29% 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
| Iron Mountain Inc | 37.87% |
| Equinix Inc | 41.77% |
| Lamar Advertising Co | 59.82% |
| PotlatchDeltic Corp | 44.63% |
| Innovative Industrial Properties Inc | 75.56% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.48 |
| Beta (5Y) | 0.8857 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.69% |
| Historical Sharpe Ratio (5Y) | 0.0231 |
| Historical Sortino (5Y) | 0.0331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.35% |