Orchid Island Capital Inc (ORC)
7.485
-0.04
(-0.47%)
USD |
NYSE |
Nov 05, 11:32
Orchid Island Capital Max Drawdown (5Y): 76.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.05% |
| September 30, 2024 | 76.05% |
| August 31, 2024 | 76.05% |
| July 31, 2024 | 76.05% |
| June 30, 2024 | 76.05% |
| May 31, 2024 | 76.05% |
| April 30, 2024 | 76.05% |
| March 31, 2024 | 76.05% |
| February 29, 2024 | 76.05% |
| January 31, 2024 | 76.05% |
| December 31, 2023 | 76.05% |
| November 30, 2023 | 76.05% |
| October 31, 2023 | 76.05% |
| September 30, 2023 | 76.05% |
| August 31, 2023 | 76.05% |
| July 31, 2023 | 76.05% |
| June 30, 2023 | 76.05% |
| May 31, 2023 | 76.05% |
| April 30, 2023 | 76.05% |
| March 31, 2023 | 76.05% |
| February 28, 2023 | 76.05% |
| January 31, 2023 | 76.05% |
| December 31, 2022 | 76.05% |
| November 30, 2022 | 76.05% |
| October 31, 2022 | 76.05% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.05% |
| August 31, 2022 | 76.05% |
| July 31, 2022 | 76.05% |
| June 30, 2022 | 76.05% |
| May 31, 2022 | 76.05% |
| April 30, 2022 | 76.05% |
| March 31, 2022 | 76.05% |
| February 28, 2022 | 76.05% |
| January 31, 2022 | 76.05% |
| December 31, 2021 | 76.05% |
| November 30, 2021 | 76.05% |
| October 31, 2021 | 76.05% |
| September 30, 2021 | 76.05% |
| August 31, 2021 | 76.05% |
| July 31, 2021 | 76.05% |
| June 30, 2021 | 76.05% |
| May 31, 2021 | 76.05% |
| April 30, 2021 | 76.05% |
| March 31, 2021 | 76.05% |
| February 28, 2021 | 76.05% |
| January 31, 2021 | 76.05% |
| December 31, 2020 | 76.05% |
| November 30, 2020 | 76.05% |
| October 31, 2020 | 76.05% |
| September 30, 2020 | 76.05% |
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
42.94%
Minimum
Nov 2019
76.05%
Maximum
Mar 2020
73.84%
Average
76.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Chimera Investment Corp | 72.11% |
| Dynex Capital Inc | 56.79% |
| Redfin Corp | 96.61% |
| Opendoor Technologies Inc | -- |
| Alset Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.98 |
| Beta (5Y) | 1.864 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.06% |
| Historical Sharpe Ratio (5Y) | -0.2535 |
| Historical Sortino (5Y) | -0.2894 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.05% |