New York Mortgage Trust Inc (NYMT)
6.80
+0.01
(+0.15%)
USD |
NASDAQ |
Mar 24, 16:00
6.795
0.00 (0.00%)
After-Hours: 20:00
New York Mortgage Trust Max Drawdown (5Y): 84.01% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Gladstone Commercial Corp | 66.25% |
| CoStar Group Inc | 46.59% |
| New Concept Energy Inc | 96.36% |
| InnSuites Hospitality Trust | 91.17% |
| Power REIT | 99.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.84 |
| Beta (5Y) | 1.938 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.94% |
| Historical Sharpe Ratio (5Y) | -0.3448 |
| Historical Sortino (5Y) | -0.7341 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.31% |