Power REIT (PW)
0.415
-0.02
(-4.77%)
USD |
NYAM |
Apr 29, 16:00
0.42
0.00 (0.00%)
After-Hours: 20:00
Power REIT Max Drawdown (5Y): 99.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.36% |
| February 29, 2024 | 99.36% |
| January 31, 2024 | 99.36% |
| December 31, 2023 | 99.36% |
| November 30, 2023 | 99.24% |
| October 31, 2023 | 99.16% |
| September 30, 2023 | 98.88% |
| August 31, 2023 | 98.85% |
| July 31, 2023 | 98.14% |
| June 30, 2023 | 98.10% |
| May 31, 2023 | 97.58% |
| April 30, 2023 | 96.85% |
| March 31, 2023 | 95.88% |
| February 28, 2023 | 95.20% |
| January 31, 2023 | 95.20% |
| December 31, 2022 | 95.19% |
| November 30, 2022 | 93.25% |
| October 31, 2022 | 89.07% |
| September 30, 2022 | 86.86% |
| August 31, 2022 | 85.62% |
| July 31, 2022 | 85.62% |
| June 30, 2022 | 84.10% |
| May 31, 2022 | 75.63% |
| April 30, 2022 | 67.21% |
| March 31, 2022 | 54.40% |
| Date | Value |
|---|---|
| February 28, 2022 | 53.58% |
| January 31, 2022 | 53.58% |
| December 31, 2021 | 53.58% |
| November 30, 2021 | 53.58% |
| October 31, 2021 | 53.58% |
| September 30, 2021 | 53.58% |
| August 31, 2021 | 53.58% |
| July 31, 2021 | 53.58% |
| June 30, 2021 | 53.58% |
| May 31, 2021 | 53.58% |
| April 30, 2021 | 53.58% |
| March 31, 2021 | 68.02% |
| February 28, 2021 | 69.16% |
| January 31, 2021 | 69.16% |
| December 31, 2020 | 69.87% |
| November 30, 2020 | 70.92% |
| October 31, 2020 | 71.00% |
| September 30, 2020 | 71.00% |
| August 31, 2020 | 71.67% |
| July 31, 2020 | 71.67% |
| June 30, 2020 | 71.67% |
| May 31, 2020 | 71.67% |
| April 30, 2020 | 71.67% |
| March 31, 2020 | 71.67% |
| February 29, 2020 | 71.67% |
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
53.58%
Minimum
Apr 2021
99.36%
Maximum
Dec 2023
76.41%
Average
71.67%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Arbor Realty Trust Inc | 72.73% |
| CoStar Group Inc | 46.59% |
| Extra Space Storage Inc | 51.37% |
| Ventas Inc | 76.93% |
| Spirit Realty Capital Inc (DELISTED) | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -48.74 |
| Beta (5Y) | 1.024 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.93% |
| Historical Sharpe Ratio (5Y) | -0.4069 |
| Historical Sortino (5Y) | -0.7959 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.25% |