New England Realty Associates LP (NEN)
82.50
0.00 (0.00%)
USD |
NYAM |
Nov 01, 16:00
New England Realty Associates Max Drawdown (5Y): 41.91% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 41.91% |
| August 31, 2024 | 41.91% |
| July 31, 2024 | 41.91% |
| June 30, 2024 | 41.91% |
| May 31, 2024 | 41.91% |
| April 30, 2024 | 41.91% |
| March 31, 2024 | 41.91% |
| February 29, 2024 | 41.91% |
| January 31, 2024 | 41.91% |
| December 31, 2023 | 41.91% |
| November 30, 2023 | 41.91% |
| October 31, 2023 | 41.91% |
| September 30, 2023 | 41.91% |
| August 31, 2023 | 41.91% |
| July 31, 2023 | 41.91% |
| June 30, 2023 | 41.91% |
| May 31, 2023 | 41.91% |
| April 30, 2023 | 41.91% |
| March 31, 2023 | 41.91% |
| February 28, 2023 | 41.91% |
| January 31, 2023 | 41.91% |
| December 31, 2022 | 41.91% |
| November 30, 2022 | 41.91% |
| October 31, 2022 | 41.91% |
| September 30, 2022 | 41.91% |
| Date | Value |
|---|---|
| August 31, 2022 | 41.91% |
| July 31, 2022 | 41.91% |
| June 30, 2022 | 41.91% |
| May 31, 2022 | 41.91% |
| April 30, 2022 | 41.91% |
| March 31, 2022 | 41.91% |
| February 28, 2022 | 41.91% |
| January 31, 2022 | 41.91% |
| December 31, 2021 | 41.91% |
| November 30, 2021 | 41.91% |
| October 31, 2021 | 41.91% |
| September 30, 2021 | 41.91% |
| August 31, 2021 | 41.91% |
| July 31, 2021 | 41.91% |
| June 30, 2021 | 41.91% |
| May 31, 2021 | 41.91% |
| April 30, 2021 | 41.91% |
| March 31, 2021 | 41.91% |
| February 28, 2021 | 41.91% |
| January 31, 2021 | 41.91% |
| December 31, 2020 | 41.91% |
| November 30, 2020 | 41.91% |
| October 31, 2020 | 41.91% |
| September 30, 2020 | 41.91% |
| August 31, 2020 | 41.91% |
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
27.16%
Minimum
Nov 2019
41.91%
Maximum
Apr 2020
40.81%
Average
41.91%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| AGNC Investment Corp | 54.54% |
| American Realty Investors Inc | 69.56% |
| Comstock Holding Co Inc | 78.14% |
| Diversified Healthcare Trust | 95.99% |
| Star Holdings | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.491 |
| Beta (5Y) | 0.3435 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.65% |
| Historical Sharpe Ratio (5Y) | 0.3781 |
| Historical Sortino (5Y) | 0.4875 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.54% |