NexPoint Residential Trust Inc (NXRT)
35.76
+0.74
(+2.11%)
USD |
NYSE |
May 09, 16:00
35.78
+0.02
(+0.06%)
Pre-Market: 20:00
NexPoint Residential Trust Max Drawdown (5Y): 70.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 57.95% |
July 31, 2020 | 57.95% |
June 30, 2020 | 57.95% |
May 31, 2020 | 57.95% |
April 30, 2020 | 57.95% |
March 31, 2020 | 53.57% |
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
May 2019
70.32%
Maximum
Oct 2023
54.18%
Average
57.95%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Industrial Logistics Properties Trust | 93.78% |
Elme Communities | 53.90% |
Orion Office REIT Inc | -- |
Comstock Inc | 98.91% |
Alset Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.63 |
Beta (5Y) | 1.256 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.79% |
Historical Sharpe Ratio (5Y) | -0.0159 |
Historical Sortino (5Y) | -0.0194 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.75% |