AG Mortgage Investment Trust Inc (MITT)

7.15 +0.03 (+0.42%) USD  |  NYSE  |  Dec 24, 13:00
7.20 +0.05 (+0.70%) After-Hours: 13:59
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AG Mortgage Investment Trust Max Drawdown (5Y): 91.43% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Easterly Government Properties Inc 57.12%
FRP Holdings Inc 53.97%
eXp World Holdings Inc 88.17%
Alset Inc --
Safe & Green Development Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -54.71
Beta (5Y) 2.008
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 75.99%
Historical Sharpe Ratio (5Y) -0.367
Historical Sortino (5Y) -0.5224
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.20%