NexPoint Diversified Real Estate Trust (NXDT)
5.23
+0.03
(+0.58%)
USD |
NYSE |
Nov 22, 09:44
NexPoint Diversified Real Estate Trust Max Drawdown (5Y): 69.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.20% |
| September 30, 2024 | 69.20% |
| August 31, 2024 | 69.20% |
| July 31, 2024 | 69.20% |
| June 30, 2024 | 69.20% |
| May 31, 2024 | 67.90% |
| April 30, 2024 | 67.90% |
| March 31, 2024 | 67.90% |
| February 29, 2024 | 67.90% |
| January 31, 2024 | 67.90% |
| December 31, 2023 | 67.90% |
| November 30, 2023 | 67.90% |
| October 31, 2023 | 67.90% |
| September 30, 2023 | 67.90% |
| August 31, 2023 | 67.90% |
| July 31, 2023 | 67.90% |
| June 30, 2023 | 67.90% |
| May 31, 2023 | 67.90% |
| April 30, 2023 | 67.90% |
| March 31, 2023 | 67.90% |
| February 28, 2023 | 67.90% |
| January 31, 2023 | 67.90% |
| December 31, 2022 | 67.90% |
| November 30, 2022 | 67.90% |
| October 31, 2022 | 67.90% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.90% |
| August 31, 2022 | 67.90% |
| July 31, 2022 | 67.90% |
| June 30, 2022 | 67.90% |
| May 31, 2022 | 67.90% |
| April 30, 2022 | 67.90% |
| March 31, 2022 | 67.90% |
| February 28, 2022 | 67.90% |
| January 31, 2022 | 67.90% |
| December 31, 2021 | 67.90% |
| November 30, 2021 | 67.90% |
| October 31, 2021 | 67.90% |
| September 30, 2021 | 67.90% |
| August 31, 2021 | 67.90% |
| July 31, 2021 | 67.90% |
| June 30, 2021 | 67.90% |
| May 31, 2021 | 67.90% |
| April 30, 2021 | 67.90% |
| March 31, 2021 | 67.90% |
| February 28, 2021 | 67.90% |
| January 31, 2021 | 67.90% |
| December 31, 2020 | 67.90% |
| November 30, 2020 | 67.90% |
| October 31, 2020 | 67.90% |
| September 30, 2020 | 67.90% |
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
36.33%
Minimum
Nov 2019
69.20%
Maximum
Jun 2024
65.91%
Average
67.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.88 |
| Beta (5Y) | 1.104 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.39% |
| Historical Sharpe Ratio (5Y) | -0.3924 |
| Historical Sortino (5Y) | -0.5135 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.60% |