Annaly Capital Management Inc (NLY)

19.02 +0.25 (+1.33%) USD  |  NYSE  |  Dec 20, 16:00
19.05 +0.03 (+0.16%) After-Hours: 20:00
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Annaly Capital Management Max Drawdown (5Y): 60.03% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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AGNC Investment Corp 54.54%
Starwood Property Trust Inc 66.34%
New York Mortgage Trust Inc 84.01%
RE/MAX Holdings Inc 82.00%
Community Healthcare Trust Inc 63.36%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -22.22
Beta (5Y) 1.514
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.38%
Historical Sharpe Ratio (5Y) -0.0563
Historical Sortino (5Y) -0.0594
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.71%