Ladder Capital Corp (LADR)
11.76
+0.15
(+1.29%)
USD |
NYSE |
Nov 21, 16:00
11.76
0.00 (0.00%)
After-Hours: 16:49
Ladder Capital Max Drawdown (5Y): 81.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.59% |
| September 30, 2024 | 81.59% |
| August 31, 2024 | 81.59% |
| July 31, 2024 | 81.59% |
| June 30, 2024 | 81.59% |
| May 31, 2024 | 81.59% |
| April 30, 2024 | 81.59% |
| March 31, 2024 | 81.59% |
| February 29, 2024 | 81.59% |
| January 31, 2024 | 81.59% |
| December 31, 2023 | 81.59% |
| November 30, 2023 | 81.59% |
| October 31, 2023 | 81.59% |
| September 30, 2023 | 81.59% |
| August 31, 2023 | 81.59% |
| July 31, 2023 | 81.59% |
| June 30, 2023 | 81.59% |
| May 31, 2023 | 81.59% |
| April 30, 2023 | 81.59% |
| March 31, 2023 | 81.59% |
| February 28, 2023 | 81.59% |
| January 31, 2023 | 81.59% |
| December 31, 2022 | 81.59% |
| November 30, 2022 | 81.59% |
| October 31, 2022 | 81.59% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.59% |
| August 31, 2022 | 81.59% |
| July 31, 2022 | 81.59% |
| June 30, 2022 | 81.59% |
| May 31, 2022 | 81.59% |
| April 30, 2022 | 81.59% |
| March 31, 2022 | 81.59% |
| February 28, 2022 | 81.59% |
| January 31, 2022 | 81.59% |
| December 31, 2021 | 81.59% |
| November 30, 2021 | 81.59% |
| October 31, 2021 | 81.59% |
| September 30, 2021 | 81.59% |
| August 31, 2021 | 81.59% |
| July 31, 2021 | 81.59% |
| June 30, 2021 | 81.59% |
| May 31, 2021 | 81.59% |
| April 30, 2021 | 81.59% |
| March 31, 2021 | 81.59% |
| February 28, 2021 | 81.59% |
| January 31, 2021 | 81.59% |
| December 31, 2020 | 81.59% |
| November 30, 2020 | 81.59% |
| October 31, 2020 | 81.59% |
| September 30, 2020 | 81.59% |
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
45.15%
Minimum
Nov 2019
81.59%
Maximum
Apr 2020
79.14%
Average
81.59%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Arbor Realty Trust Inc | 72.73% |
| Starwood Property Trust Inc | 66.34% |
| Ares Commercial Real Estate Corp | 75.68% |
| New Concept Energy Inc | 96.36% |
| InnSuites Hospitality Trust | 91.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.60 |
| Beta (5Y) | 1.953 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.41% |
| Historical Sharpe Ratio (5Y) | -0.0485 |
| Historical Sortino (5Y) | -0.0533 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.29% |