NexPoint Diversified Real Estate Trust (NXDT)

7.07 -0.16 (-2.21%) USD  |  NYSE  |  Dec 20, 16:00
7.10 +0.03 (+0.42%) After-Hours: 20:00
More

NexPoint Diversified Real Estate Trust Max Drawdown (5Y): 69.20% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for NXDT.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
NexPoint Real Estate Finance Inc --
NexPoint Residential Trust Inc 70.32%
FRP Holdings Inc 53.97%
Alset Inc --
Safe & Green Development Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -30.38
Beta (5Y) 1.120
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.45%
Historical Sharpe Ratio (5Y) -0.3633
Historical Sortino (5Y) -0.4782
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.60%