New York Mortgage Trust Inc (NYMT)
5.685
-0.04
(-0.61%)
USD |
NASDAQ |
Nov 04, 16:00
5.685
0.00 (0.00%)
After-Hours: 20:00
New York Mortgage Trust Max Drawdown (5Y): 84.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.01% |
| September 30, 2024 | 84.01% |
| August 31, 2024 | 84.01% |
| July 31, 2024 | 84.01% |
| June 30, 2024 | 84.01% |
| May 31, 2024 | 84.01% |
| April 30, 2024 | 84.01% |
| March 31, 2024 | 84.01% |
| February 29, 2024 | 84.01% |
| January 31, 2024 | 84.01% |
| December 31, 2023 | 84.01% |
| November 30, 2023 | 84.01% |
| October 31, 2023 | 84.01% |
| September 30, 2023 | 84.01% |
| August 31, 2023 | 84.01% |
| July 31, 2023 | 84.01% |
| June 30, 2023 | 84.01% |
| May 31, 2023 | 84.01% |
| April 30, 2023 | 84.01% |
| March 31, 2023 | 84.01% |
| February 28, 2023 | 84.01% |
| January 31, 2023 | 84.01% |
| December 31, 2022 | 84.01% |
| November 30, 2022 | 84.01% |
| October 31, 2022 | 84.01% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.01% |
| August 31, 2022 | 84.01% |
| July 31, 2022 | 84.01% |
| June 30, 2022 | 84.01% |
| May 31, 2022 | 84.01% |
| April 30, 2022 | 84.01% |
| March 31, 2022 | 84.01% |
| February 28, 2022 | 84.01% |
| January 31, 2022 | 84.01% |
| December 31, 2021 | 84.01% |
| November 30, 2021 | 84.01% |
| October 31, 2021 | 84.01% |
| September 30, 2021 | 84.01% |
| August 31, 2021 | 84.01% |
| July 31, 2021 | 84.01% |
| June 30, 2021 | 84.01% |
| May 31, 2021 | 84.01% |
| April 30, 2021 | 84.01% |
| March 31, 2021 | 84.01% |
| February 28, 2021 | 84.01% |
| January 31, 2021 | 84.01% |
| December 31, 2020 | 84.01% |
| November 30, 2020 | 84.01% |
| October 31, 2020 | 84.01% |
| September 30, 2020 | 84.01% |
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
44.79%
Minimum
Nov 2019
84.01%
Maximum
Mar 2020
81.40%
Average
84.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Annaly Capital Management Inc | 60.03% |
| Invesco Mortgage Capital Inc | 93.34% |
| RE/MAX Holdings Inc | 82.00% |
| New Concept Energy Inc | 96.36% |
| InnSuites Hospitality Trust | 91.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.01 |
| Beta (5Y) | 1.945 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.75% |
| Historical Sharpe Ratio (5Y) | -0.3518 |
| Historical Sortino (5Y) | -0.4181 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.50% |