Lument Finance Trust Inc (LFT)
2.49
-0.01
(-0.40%)
USD |
NYSE |
May 17, 16:00
2.49
0.00 (0.00%)
Pre-Market: 20:00
Lument Finance Trust Max Drawdown (5Y): 83.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.37% |
March 31, 2024 | 83.37% |
February 29, 2024 | 83.37% |
January 31, 2024 | 83.37% |
December 31, 2023 | 83.37% |
November 30, 2023 | 83.37% |
October 31, 2023 | 83.37% |
September 30, 2023 | 83.37% |
August 31, 2023 | 83.37% |
July 31, 2023 | 83.37% |
June 30, 2023 | 83.37% |
May 31, 2023 | 83.37% |
April 30, 2023 | 83.37% |
March 31, 2023 | 83.37% |
February 28, 2023 | 83.37% |
January 31, 2023 | 83.37% |
December 31, 2022 | 83.37% |
November 30, 2022 | 83.37% |
October 31, 2022 | 83.37% |
September 30, 2022 | 83.37% |
August 31, 2022 | 83.37% |
July 31, 2022 | 83.37% |
June 30, 2022 | 83.37% |
May 31, 2022 | 83.37% |
April 30, 2022 | 83.37% |
Date | Value |
---|---|
March 31, 2022 | 83.37% |
February 28, 2022 | 83.37% |
January 31, 2022 | 83.37% |
December 31, 2021 | 83.37% |
November 30, 2021 | 83.37% |
October 31, 2021 | 83.37% |
September 30, 2021 | 83.37% |
August 31, 2021 | 83.37% |
July 31, 2021 | 83.37% |
June 30, 2021 | 83.37% |
May 31, 2021 | 83.37% |
April 30, 2021 | 83.37% |
March 31, 2021 | 83.37% |
February 28, 2021 | 83.37% |
January 31, 2021 | 83.37% |
December 31, 2020 | 83.37% |
November 30, 2020 | 83.37% |
October 31, 2020 | 83.37% |
September 30, 2020 | 83.37% |
August 31, 2020 | 83.37% |
July 31, 2020 | 83.37% |
June 30, 2020 | 83.37% |
May 31, 2020 | 83.37% |
April 30, 2020 | 83.37% |
March 31, 2020 | 83.37% |
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
63.42%
Minimum
May 2019
83.37%
Maximum
Mar 2020
80.04%
Average
83.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AGNC Investment Corp | 54.54% |
Comstock Holding Co Inc | 78.21% |
New England Realty Associates LP | 41.91% |
Diversified Healthcare Trust | 95.99% |
Star Holdings | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.35 |
Beta (5Y) | 1.074 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.57% |
Historical Sharpe Ratio (5Y) | 0.0157 |
Historical Sortino (5Y) | 0.0199 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.89% |