Omega Healthcare Investors Inc (OHI)
30.58
+0.32
(+1.04%)
USD |
NYSE |
Apr 23, 14:02
Omega Healthcare Investors Max Drawdown (5Y): 66.92% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 66.92% |
July 31, 2020 | 66.92% |
June 30, 2020 | 66.92% |
May 31, 2020 | 66.92% |
April 30, 2020 | 66.92% |
March 31, 2020 | 66.92% |
February 29, 2020 | 34.52% |
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
Apr 2019
66.92%
Maximum
Mar 2020
60.98%
Average
66.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
National Health Investors Inc | 63.04% |
NNN REIT Inc | 54.99% |
Macerich Co | 92.92% |
Simon Property Group Inc | 77.02% |
Welltower Inc | 63.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.226 |
Beta (5Y) | 0.9133 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.94% |
Historical Sharpe Ratio (5Y) | 0.0818 |
Historical Sortino (5Y) | 0.0991 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.50% |