MFA Financial Inc (MFA)
11.10
+0.04
(+0.32%)
USD |
NYSE |
Nov 14, 11:43
MFA Financial Max Drawdown (5Y): 95.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 95.52% |
September 30, 2024 | 95.52% |
August 31, 2024 | 95.52% |
July 31, 2024 | 95.52% |
June 30, 2024 | 95.52% |
May 31, 2024 | 95.52% |
April 30, 2024 | 95.52% |
March 31, 2024 | 95.52% |
February 29, 2024 | 95.52% |
January 31, 2024 | 95.52% |
December 31, 2023 | 95.52% |
November 30, 2023 | 95.52% |
October 31, 2023 | 95.52% |
September 30, 2023 | 95.52% |
August 31, 2023 | 95.52% |
July 31, 2023 | 95.52% |
June 30, 2023 | 95.52% |
May 31, 2023 | 95.52% |
April 30, 2023 | 95.52% |
March 31, 2023 | 95.52% |
February 28, 2023 | 95.52% |
January 31, 2023 | 95.52% |
December 31, 2022 | 95.52% |
November 30, 2022 | 95.52% |
October 31, 2022 | 95.52% |
Date | Value |
---|---|
September 30, 2022 | 95.52% |
August 31, 2022 | 95.52% |
July 31, 2022 | 95.52% |
June 30, 2022 | 95.52% |
May 31, 2022 | 95.52% |
April 30, 2022 | 95.52% |
March 31, 2022 | 95.52% |
February 28, 2022 | 95.52% |
January 31, 2022 | 95.52% |
December 31, 2021 | 95.52% |
November 30, 2021 | 95.52% |
October 31, 2021 | 95.52% |
September 30, 2021 | 95.52% |
August 31, 2021 | 95.52% |
July 31, 2021 | 95.52% |
June 30, 2021 | 95.52% |
May 31, 2021 | 95.52% |
April 30, 2021 | 95.52% |
March 31, 2021 | 95.52% |
February 28, 2021 | 95.52% |
January 31, 2021 | 95.52% |
December 31, 2020 | 95.52% |
November 30, 2020 | 95.52% |
October 31, 2020 | 95.52% |
September 30, 2020 | 95.52% |
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
21.80%
Minimum
Nov 2019
95.52%
Maximum
Mar 2020
90.60%
Average
95.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -37.63 |
Beta (5Y) | 2.166 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.19% |
Historical Sharpe Ratio (5Y) | -0.1462 |
Historical Sortino (5Y) | -0.1775 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.38% |