Annaly Capital Management Inc (NLY)
19.47
-0.28
(-1.42%)
USD |
NYSE |
Nov 20, 16:00
19.55
+0.08
(+0.41%)
Pre-Market: 07:44
Annaly Capital Management Max Drawdown (5Y): 60.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.03% |
| September 30, 2024 | 60.03% |
| August 31, 2024 | 60.03% |
| July 31, 2024 | 60.03% |
| June 30, 2024 | 60.03% |
| May 31, 2024 | 60.03% |
| April 30, 2024 | 60.03% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
60.03%
Maximum
Apr 2020
57.72%
Average
60.03%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| AGNC Investment Corp | 54.54% |
| Starwood Property Trust Inc | 66.34% |
| W.P. Carey Inc | 52.44% |
| New York Mortgage Trust Inc | 84.01% |
| RE/MAX Holdings Inc | 82.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.77 |
| Beta (5Y) | 1.522 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.40% |
| Historical Sharpe Ratio (5Y) | -0.0601 |
| Historical Sortino (5Y) | -0.0629 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.71% |