NexPoint Real Estate Finance, Inc. (NREF)
15.61
-0.20
(-1.26%)
USD |
NYSE |
Oct 23, 16:00
15.90
+0.29
(+1.86%)
Pre-Market: 09:12
NexPoint Real Estate Finance Max Drawdown (5Y) : 44.75% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 44.75% |
| August 31, 2026 | 44.75% |
| July 31, 2026 | 44.75% |
| June 30, 2026 | 44.75% |
| May 31, 2026 | 44.75% |
| April 30, 2026 | 44.75% |
| March 31, 2026 | 44.75% |
| February 28, 2026 | 44.75% |
| January 31, 2026 | 44.75% |
| December 31, 2025 | 44.75% |
| November 30, 2025 | 44.75% |
| October 31, 2025 | 44.75% |
| September 30, 2025 | 44.75% |
| August 31, 2025 | 44.75% |
| July 31, 2025 | 44.75% |
| June 30, 2025 | 44.75% |
| May 31, 2025 | 44.75% |
| April 30, 2025 | 44.75% |
| March 31, 2025 | 57.69% |
| February 28, 2025 | 66.26% |
| January 31, 2025 | 66.26% |
| December 31, 2024 | 66.26% |
| November 30, 2024 | 66.26% |
| October 31, 2024 | 66.26% |
| September 30, 2024 | 66.26% |
| Date | Value |
|---|---|
| August 31, 2024 | 66.26% |
| July 31, 2024 | 66.26% |
| June 30, 2024 | 66.26% |
| May 31, 2024 | 66.26% |
| April 30, 2024 | 66.26% |
| March 31, 2024 | 66.26% |
| February 29, 2024 | 66.26% |
| January 31, 2024 | 66.26% |
| December 31, 2023 | 66.26% |
| November 30, 2023 | 66.26% |
| October 31, 2023 | 66.26% |
| September 30, 2023 | 66.26% |
| August 31, 2023 | 66.26% |
| July 31, 2023 | 66.26% |
| June 30, 2023 | 66.26% |
| May 31, 2023 | 66.26% |
| April 30, 2023 | 66.26% |
| March 31, 2023 | 66.26% |
| February 28, 2023 | 66.26% |
| January 31, 2023 | 66.26% |
| December 31, 2022 | 66.26% |
| November 30, 2022 | 66.26% |
| October 31, 2022 | 66.26% |
| September 30, 2022 | 66.26% |
| August 31, 2022 | 66.26% |
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
| Granite Point Mortgage Trust, Inc. | 89.91% |
| Arbor Realty Trust, Inc. | 68.32% |
| ARMOUR Residential REIT, Inc. | 78.15% |
| Ready Capital Corp. | 87.93% |
| Adamas Trust, Inc. | 65.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.804 |
| Beta (5Y) | 1.108 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.71% |
| Historical Sharpe Ratio (5Y) | 0.184 |
| Historical Sortino (5Y) | 0.2923 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.22% |