Rithm Capital Corp (RITM)

10.94 +0.27 (+2.53%) USD  |  NYSE  |  Dec 20, 16:00
10.95 +0.01 (+0.09%) After-Hours: 20:00
More

Rithm Capital Max Drawdown (5Y): 81.11% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for RITM.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Advanced Flower Capital Inc --
Seven Hills Realty Trust 68.25%
Strawberry Fields REIT Inc --
Bluerock Homes Trust Inc --
Lineage Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -23.63
Beta (5Y) 1.806
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 47.02%
Historical Sharpe Ratio (5Y) 0.0103
Historical Sortino (5Y) 0.0103
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.83%