Power REIT (PW)
1.08
+0.05
(+4.85%)
USD |
NYAM |
Nov 21, 16:00
1.02
-0.06
(-5.56%)
After-Hours: 20:00
Power REIT Max Drawdown (5Y): 99.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.48% |
| September 30, 2024 | 99.48% |
| August 31, 2024 | 99.48% |
| July 31, 2024 | 99.48% |
| June 30, 2024 | 99.48% |
| May 31, 2024 | 99.48% |
| April 30, 2024 | 99.48% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 68.02% |
| April 30, 2021 | 69.16% |
| March 31, 2021 | 69.16% |
| February 28, 2021 | 69.94% |
| January 31, 2021 | 70.92% |
| December 31, 2020 | 71.00% |
| November 30, 2020 | 71.00% |
| October 31, 2020 | 71.67% |
| September 30, 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
Jun 2021
99.48%
Maximum
Apr 2024
80.26%
Average
73.65%
Median
Max Drawdown (5Y) Benchmarks
| CoStar Group Inc | 46.59% |
| New Concept Energy Inc | 96.36% |
| Gyrodyne LLC | 63.14% |
| InnSuites Hospitality Trust | 91.17% |
| ReAlpha Tech Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.83 |
| Beta (5Y) | 1.310 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.07% |
| Historical Sharpe Ratio (5Y) | -0.3561 |
| Historical Sortino (5Y) | -0.7797 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.19% |