Rithm Capital Corp (RITM)
11.25
+0.09
(+0.81%)
USD |
NYSE |
May 02, 16:00
11.24
-0.01
(-0.09%)
After-Hours: 19:00
Rithm Capital Max Drawdown (5Y): 81.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| June 30, 2022 | 81.11% |
| May 31, 2022 | 81.11% |
| April 30, 2022 | 81.11% |
| Date | Value |
|---|---|
| March 31, 2022 | 81.11% |
| February 28, 2022 | 81.11% |
| January 31, 2022 | 81.11% |
| December 31, 2021 | 81.11% |
| November 30, 2021 | 81.11% |
| October 31, 2021 | 81.11% |
| September 30, 2021 | 81.11% |
| August 31, 2021 | 81.11% |
| July 31, 2021 | 81.11% |
| June 30, 2021 | 81.11% |
| May 31, 2021 | 81.11% |
| April 30, 2021 | 81.11% |
| March 31, 2021 | 81.11% |
| February 28, 2021 | 81.11% |
| January 31, 2021 | 81.11% |
| December 31, 2020 | 81.11% |
| November 30, 2020 | 81.11% |
| October 31, 2020 | 81.11% |
| September 30, 2020 | 81.11% |
| August 31, 2020 | 81.11% |
| July 31, 2020 | 81.11% |
| June 30, 2020 | 81.11% |
| May 31, 2020 | 81.11% |
| April 30, 2020 | 81.11% |
| March 31, 2020 | 74.08% |
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
38.97%
Minimum
May 2019
81.11%
Maximum
Apr 2020
73.97%
Average
81.11%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| EastGroup Properties Inc | 38.10% |
| Kimco Realty Corp | 69.40% |
| Urban Edge Properties | 71.84% |
| AFC Gamma Inc | -- |
| CBL & Associates Properties Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.80 |
| Beta (5Y) | 1.808 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.16% |
| Historical Sharpe Ratio (5Y) | -0.0139 |
| Historical Sortino (5Y) | -0.0137 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.83% |