Medalist Diversified REIT Inc (MDRR)
5.45
-0.01
(-0.18%)
USD |
NASDAQ |
May 07, 16:00
5.50
+0.05
(+0.92%)
After-Hours: 20:00
Medalist Diversified REIT Max Drawdown (5Y): 91.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.32% |
| March 31, 2024 | 91.32% |
| February 29, 2024 | 91.32% |
| January 31, 2024 | 91.32% |
| December 31, 2023 | 91.32% |
| November 30, 2023 | 91.32% |
| October 31, 2023 | 91.32% |
| September 30, 2023 | 91.32% |
| August 31, 2023 | 91.32% |
| July 31, 2023 | 91.32% |
| June 30, 2023 | 91.32% |
| May 31, 2023 | 91.07% |
| April 30, 2023 | 90.84% |
| March 31, 2023 | 90.84% |
| February 28, 2023 | 90.84% |
| January 31, 2023 | 90.84% |
| December 31, 2022 | 90.84% |
| November 30, 2022 | 89.63% |
| October 31, 2022 | 89.63% |
| September 30, 2022 | 89.63% |
| August 31, 2022 | 89.63% |
| July 31, 2022 | 89.63% |
| June 30, 2022 | 89.63% |
| May 31, 2022 | 87.63% |
| April 30, 2022 | 87.23% |
| Date | Value |
|---|---|
| March 31, 2022 | 87.23% |
| February 28, 2022 | 87.23% |
| January 31, 2022 | 87.23% |
| December 31, 2021 | 87.23% |
| November 30, 2021 | 87.16% |
| October 31, 2021 | 87.16% |
| September 30, 2021 | 87.16% |
| August 31, 2021 | 87.16% |
| July 31, 2021 | 87.16% |
| June 30, 2021 | 87.16% |
| May 31, 2021 | 87.16% |
| April 30, 2021 | 87.16% |
| March 31, 2021 | 87.16% |
| February 28, 2021 | 87.16% |
| January 31, 2021 | 87.16% |
| December 31, 2020 | 87.16% |
| November 30, 2020 | 87.16% |
| October 31, 2020 | 87.16% |
| September 30, 2020 | 87.16% |
| August 31, 2020 | 84.04% |
| July 31, 2020 | 84.04% |
| June 30, 2020 | 84.04% |
| May 31, 2020 | 84.04% |
| April 30, 2020 | 84.04% |
| March 31, 2020 | 81.30% |
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
55.54%
Minimum
May 2019
91.32%
Maximum
Jun 2023
83.23%
Average
87.16%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| FRP Holdings Inc | 53.97% |
| Comstock Inc | 98.91% |
| eXp World Holdings Inc | 88.17% |
| Alset Inc | -- |
| Safe & Green Development Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -46.99 |
| Beta (5Y) | 0.8958 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.71% |
| Historical Sharpe Ratio (5Y) | -0.5547 |
| Historical Sortino (5Y) | -1.017 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.80% |