NexPoint Residential Trust Inc (NXRT)
46.18
+0.41
(+0.90%)
USD |
NYSE |
Nov 21, 16:00
46.18
0.00 (0.00%)
Pre-Market: 20:00
NexPoint Residential Trust Max Drawdown (5Y): 70.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.32% |
| September 30, 2024 | 70.32% |
| August 31, 2024 | 70.32% |
| July 31, 2024 | 70.32% |
| June 30, 2024 | 70.32% |
| May 31, 2024 | 70.32% |
| April 30, 2024 | 70.32% |
| March 31, 2024 | 70.32% |
| February 29, 2024 | 70.32% |
| January 31, 2024 | 70.32% |
| December 31, 2023 | 70.32% |
| November 30, 2023 | 70.32% |
| October 31, 2023 | 70.32% |
| September 30, 2023 | 65.30% |
| August 31, 2023 | 60.98% |
| July 31, 2023 | 57.95% |
| June 30, 2023 | 57.95% |
| May 31, 2023 | 57.95% |
| April 30, 2023 | 57.95% |
| March 31, 2023 | 57.95% |
| February 28, 2023 | 57.95% |
| January 31, 2023 | 57.95% |
| December 31, 2022 | 57.95% |
| November 30, 2022 | 57.95% |
| October 31, 2022 | 57.95% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.95% |
| August 31, 2022 | 57.95% |
| July 31, 2022 | 57.95% |
| June 30, 2022 | 57.95% |
| May 31, 2022 | 57.95% |
| April 30, 2022 | 57.95% |
| March 31, 2022 | 57.95% |
| February 28, 2022 | 57.95% |
| January 31, 2022 | 57.95% |
| December 31, 2021 | 57.95% |
| November 30, 2021 | 57.95% |
| October 31, 2021 | 57.95% |
| September 30, 2021 | 57.95% |
| August 31, 2021 | 57.95% |
| July 31, 2021 | 57.95% |
| June 30, 2021 | 57.95% |
| May 31, 2021 | 57.95% |
| April 30, 2021 | 57.95% |
| March 31, 2021 | 57.95% |
| February 28, 2021 | 57.95% |
| January 31, 2021 | 57.95% |
| December 31, 2020 | 57.95% |
| November 30, 2020 | 57.95% |
| October 31, 2020 | 57.95% |
| September 30, 2020 | 57.95% |
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
26.07%
Minimum
Nov 2019
70.32%
Maximum
Oct 2023
58.61%
Average
57.95%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| NexPoint Diversified Real Estate Trust | 69.20% |
| NexPoint Real Estate Finance Inc | -- |
| Cousins Properties Inc | 54.25% |
| Easterly Government Properties Inc | 57.12% |
| Redfin Corp | 96.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.89 |
| Beta (5Y) | 1.378 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.28% |
| Historical Sharpe Ratio (5Y) | -0.0523 |
| Historical Sortino (5Y) | -0.0643 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.75% |