Rithm Capital Corp. (RITM)
9.74
+0.08
(+0.83%)
USD |
NYSE |
Sep 11, 16:00
9.76
+0.02
(+0.21%)
Pre-Market: 09:06
Rithm Capital Max Drawdown (5Y) : 50.12% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 50.12% |
| July 31, 2026 | 50.12% |
| June 30, 2026 | 50.12% |
| May 31, 2026 | 50.12% |
| April 30, 2026 | 50.12% |
| March 31, 2026 | 50.12% |
| February 28, 2026 | 50.12% |
| January 31, 2026 | 50.12% |
| December 31, 2025 | 50.12% |
| November 30, 2025 | 50.12% |
| October 31, 2025 | 53.94% |
| September 30, 2025 | 56.25% |
| August 31, 2025 | 57.79% |
| July 31, 2025 | 57.79% |
| June 30, 2025 | 62.32% |
| May 31, 2025 | 62.32% |
| April 30, 2025 | 67.59% |
| March 31, 2025 | 81.11% |
| February 28, 2025 | 81.11% |
| January 31, 2025 | 81.11% |
| December 31, 2024 | 81.11% |
| November 30, 2024 | 81.11% |
| October 31, 2024 | 81.11% |
| September 30, 2024 | 81.11% |
| August 31, 2024 | 81.11% |
| Date | Value |
|---|---|
| July 31, 2024 | 81.11% |
| June 30, 2024 | 81.11% |
| May 31, 2024 | 81.11% |
| April 30, 2024 | 81.11% |
| March 31, 2024 | 81.11% |
| February 29, 2024 | 81.11% |
| January 31, 2024 | 81.11% |
| December 31, 2023 | 81.11% |
| November 30, 2023 | 81.11% |
| October 31, 2023 | 81.11% |
| September 30, 2023 | 81.11% |
| August 31, 2023 | 81.11% |
| July 31, 2023 | 81.11% |
| June 30, 2023 | 81.11% |
| May 31, 2023 | 81.11% |
| April 30, 2023 | 81.11% |
| March 31, 2023 | 81.11% |
| February 28, 2023 | 81.11% |
| January 31, 2023 | 81.11% |
| December 31, 2022 | 81.11% |
| November 30, 2022 | 81.11% |
| October 31, 2022 | 81.11% |
| September 30, 2022 | 81.11% |
| August 31, 2022 | 81.11% |
| July 31, 2022 | 81.11% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Annaly Capital Management, Inc. | 51.91% |
| Ellington Financial, Inc. | 34.45% |
| Blackstone Mortgage Trust, Inc. | 46.57% |
| PennyMac Mortgage Investment Trust | 40.31% |
| MFA Financial, Inc. | 67.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.314 |
| Beta (5Y) | 1.125 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.22% |
| Historical Sharpe Ratio (5Y) | 0.1865 |
| Historical Sortino (5Y) | 0.2754 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.56% |