Annaly Capital Management Inc (NLY)
18.16
+0.17
(+0.94%)
USD |
NYSE |
Apr 19, 15:25
Annaly Capital Management Max Drawdown (5Y): 60.03% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 60.03% |
| February 29, 2024 | 60.03% |
| January 31, 2024 | 60.03% |
| December 31, 2023 | 60.03% |
| November 30, 2023 | 60.03% |
| October 31, 2023 | 60.03% |
| September 30, 2023 | 60.03% |
| August 31, 2023 | 60.03% |
| July 31, 2023 | 60.03% |
| June 30, 2023 | 60.03% |
| May 31, 2023 | 60.03% |
| April 30, 2023 | 60.03% |
| March 31, 2023 | 60.03% |
| February 28, 2023 | 60.03% |
| January 31, 2023 | 60.03% |
| December 31, 2022 | 60.03% |
| November 30, 2022 | 60.03% |
| October 31, 2022 | 60.03% |
| September 30, 2022 | 60.03% |
| August 31, 2022 | 60.03% |
| July 31, 2022 | 60.03% |
| June 30, 2022 | 60.03% |
| May 31, 2022 | 60.03% |
| April 30, 2022 | 60.03% |
| March 31, 2022 | 60.03% |
| Date | Value |
|---|---|
| February 28, 2022 | 60.03% |
| January 31, 2022 | 60.03% |
| December 31, 2021 | 60.03% |
| November 30, 2021 | 60.03% |
| October 31, 2021 | 60.03% |
| September 30, 2021 | 60.03% |
| August 31, 2021 | 60.03% |
| July 31, 2021 | 60.03% |
| June 30, 2021 | 60.03% |
| May 31, 2021 | 60.03% |
| April 30, 2021 | 60.03% |
| March 31, 2021 | 60.03% |
| February 28, 2021 | 60.03% |
| January 31, 2021 | 60.03% |
| December 31, 2020 | 60.03% |
| November 30, 2020 | 60.03% |
| October 31, 2020 | 60.03% |
| September 30, 2020 | 60.03% |
| August 31, 2020 | 60.03% |
| July 31, 2020 | 60.03% |
| June 30, 2020 | 60.03% |
| May 31, 2020 | 60.03% |
| April 30, 2020 | 60.03% |
| March 31, 2020 | 54.76% |
| February 29, 2020 | 26.80% |
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
26.80%
Minimum
Apr 2019
60.03%
Maximum
Apr 2020
53.85%
Average
60.03%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| W.P. Carey Inc | 52.45% |
| New York Mortgage Trust Inc | 84.01% |
| Starwood Property Trust Inc | 66.34% |
| Rexford Industrial Realty Inc | 48.37% |
| RE/MAX Holdings Inc | 81.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.56 |
| Beta (5Y) | 1.546 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.71% |
| Historical Sharpe Ratio (5Y) | -0.0947 |
| Historical Sortino (5Y) | -0.0999 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.71% |