Orchid Island Capital Inc (ORC)
7.915
+0.04
(+0.57%)
USD |
NYSE |
Nov 22, 14:05
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% |