AG Mortgage Investment Trust Inc (MITT)
6.72
+0.06
(+0.90%)
USD |
NYSE |
Nov 22, 16:00
6.71
-0.01
(-0.15%)
After-Hours: 20:00
AG Mortgage Investment Trust Max Drawdown (5Y): 91.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.43% |
| September 30, 2024 | 91.43% |
| August 31, 2024 | 91.43% |
| July 31, 2024 | 91.43% |
| June 30, 2024 | 91.43% |
| May 31, 2024 | 91.43% |
| April 30, 2024 | 91.43% |
| March 31, 2024 | 91.43% |
| February 29, 2024 | 91.43% |
| January 31, 2024 | 91.43% |
| December 31, 2023 | 91.43% |
| November 30, 2023 | 91.43% |
| October 31, 2023 | 91.43% |
| September 30, 2023 | 91.43% |
| August 31, 2023 | 91.43% |
| July 31, 2023 | 91.43% |
| June 30, 2023 | 91.43% |
| May 31, 2023 | 91.43% |
| April 30, 2023 | 91.43% |
| March 31, 2023 | 91.43% |
| February 28, 2023 | 91.43% |
| January 31, 2023 | 91.43% |
| December 31, 2022 | 91.43% |
| November 30, 2022 | 91.43% |
| October 31, 2022 | 91.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 90.22% |
| August 31, 2022 | 90.22% |
| July 31, 2022 | 90.22% |
| June 30, 2022 | 90.22% |
| May 31, 2022 | 90.22% |
| April 30, 2022 | 90.22% |
| March 31, 2022 | 90.22% |
| February 28, 2022 | 90.22% |
| January 31, 2022 | 90.22% |
| December 31, 2021 | 90.22% |
| November 30, 2021 | 90.22% |
| October 31, 2021 | 90.22% |
| September 30, 2021 | 90.22% |
| August 31, 2021 | 90.22% |
| July 31, 2021 | 90.22% |
| June 30, 2021 | 90.22% |
| May 31, 2021 | 90.22% |
| April 30, 2021 | 90.22% |
| March 31, 2021 | 90.22% |
| February 28, 2021 | 90.22% |
| January 31, 2021 | 90.22% |
| December 31, 2020 | 90.22% |
| November 30, 2020 | 90.22% |
| October 31, 2020 | 90.22% |
| September 30, 2020 | 90.22% |
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
39.44%
Minimum
Nov 2019
91.43%
Maximum
Oct 2022
87.29%
Average
90.22%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| 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) | -53.32 |
| Beta (5Y) | 2.044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.93% |
| Historical Sharpe Ratio (5Y) | -0.3547 |
| Historical Sortino (5Y) | -0.4978 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.20% |