Omega Healthcare Investors Inc (OHI)
40.13
-0.01
(-0.02%)
USD |
NYSE |
Nov 22, 11:08
Omega Healthcare Investors Max Drawdown (5Y): 66.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.92% |
| September 30, 2024 | 66.92% |
| August 31, 2024 | 66.92% |
| July 31, 2024 | 66.92% |
| June 30, 2024 | 66.92% |
| May 31, 2024 | 66.92% |
| April 30, 2024 | 66.92% |
| March 31, 2024 | 66.92% |
| February 29, 2024 | 66.92% |
| January 31, 2024 | 66.92% |
| December 31, 2023 | 66.92% |
| November 30, 2023 | 66.92% |
| October 31, 2023 | 66.92% |
| September 30, 2023 | 66.92% |
| August 31, 2023 | 66.92% |
| July 31, 2023 | 66.92% |
| June 30, 2023 | 66.92% |
| May 31, 2023 | 66.92% |
| April 30, 2023 | 66.92% |
| March 31, 2023 | 66.92% |
| February 28, 2023 | 66.92% |
| January 31, 2023 | 66.92% |
| December 31, 2022 | 66.92% |
| November 30, 2022 | 66.92% |
| October 31, 2022 | 66.92% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.92% |
| August 31, 2022 | 66.92% |
| July 31, 2022 | 66.92% |
| June 30, 2022 | 66.92% |
| May 31, 2022 | 66.92% |
| April 30, 2022 | 66.92% |
| March 31, 2022 | 66.92% |
| February 28, 2022 | 66.92% |
| January 31, 2022 | 66.92% |
| December 31, 2021 | 66.92% |
| November 30, 2021 | 66.92% |
| October 31, 2021 | 66.92% |
| September 30, 2021 | 66.92% |
| August 31, 2021 | 66.92% |
| July 31, 2021 | 66.92% |
| June 30, 2021 | 66.92% |
| May 31, 2021 | 66.92% |
| April 30, 2021 | 66.92% |
| March 31, 2021 | 66.92% |
| February 28, 2021 | 66.92% |
| January 31, 2021 | 66.92% |
| December 31, 2020 | 66.92% |
| November 30, 2020 | 66.92% |
| October 31, 2020 | 66.92% |
| September 30, 2020 | 66.92% |
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
34.52%
Minimum
Nov 2019
66.92%
Maximum
Mar 2020
64.76%
Average
66.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alexandria Real Estate Equities Inc | 56.23% |
| Welltower Inc | 63.33% |
| Prologis Inc | 42.07% |
| Piedmont Office Realty Trust Inc | 73.98% |
| Pebblebrook Hotel Trust | 83.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.575 |
| Beta (5Y) | 0.9935 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.05% |
| Historical Sharpe Ratio (5Y) | 0.1588 |
| Historical Sortino (5Y) | 0.1896 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.50% |