New England Realty Associates LP (NEN)
49.01
-2.99
(-5.75%)
USD |
NYAM |
Oct 02, 16:00
49.10
+0.09
(+0.18%)
After-Hours: 20:00
New England Realty Associates Max Drawdown (5Y) : 36.30% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 36.30% |
| August 31, 2026 | 34.14% |
| July 31, 2026 | 29.13% |
| June 30, 2026 | 28.42% |
| May 31, 2026 | 28.42% |
| April 30, 2026 | 28.42% |
| March 31, 2026 | 23.89% |
| February 28, 2026 | 24.75% |
| January 31, 2026 | 27.20% |
| December 31, 2025 | 28.28% |
| November 30, 2025 | 29.71% |
| October 31, 2025 | 33.38% |
| September 30, 2025 | 33.38% |
| August 31, 2025 | 33.38% |
| July 31, 2025 | 33.38% |
| June 30, 2025 | 33.38% |
| May 31, 2025 | 33.38% |
| April 30, 2025 | 38.77% |
| March 31, 2025 | 41.90% |
| February 28, 2025 | 41.90% |
| January 31, 2025 | 41.90% |
| December 31, 2024 | 41.90% |
| November 30, 2024 | 41.90% |
| October 31, 2024 | 41.90% |
| September 30, 2024 | 41.90% |
| Date | Value |
|---|---|
| August 31, 2024 | 41.90% |
| July 31, 2024 | 41.90% |
| June 30, 2024 | 41.90% |
| May 31, 2024 | 41.90% |
| April 30, 2024 | 41.90% |
| March 31, 2024 | 41.90% |
| February 29, 2024 | 41.90% |
| January 31, 2024 | 41.90% |
| December 31, 2023 | 41.90% |
| November 30, 2023 | 41.90% |
| October 31, 2023 | 41.90% |
| September 30, 2023 | 41.90% |
| August 31, 2023 | 41.90% |
| July 31, 2023 | 41.90% |
| June 30, 2023 | 41.90% |
| May 31, 2023 | 41.90% |
| April 30, 2023 | 41.90% |
| March 31, 2023 | 41.90% |
| February 28, 2023 | 41.90% |
| January 31, 2023 | 41.90% |
| December 31, 2022 | 41.90% |
| November 30, 2022 | 41.90% |
| October 31, 2022 | 41.90% |
| September 30, 2022 | 41.90% |
| August 31, 2022 | 41.90% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| CBRE Group, Inc. | 40.38% |
| Jones Lang LaSalle, Inc. | 55.54% |
| Marcus & Millichap, Inc. | 53.69% |
| Newmark Group, Inc. | 71.92% |
| Fathom Holdings, Inc. | 98.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.290 |
| Beta (5Y) | 0.1389 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.34% |
| Historical Sharpe Ratio (5Y) | -0.1891 |
| Historical Sortino (5Y) | -0.4056 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.94% |