RLJ Lodging Trust (RLJ)

10.10 -0.19 (-1.85%) USD  |  NYSE  |  Dec 23, 12:53
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RLJ Lodging Trust Max Drawdown (5Y): 82.07% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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ARMOUR Residential REIT Inc 78.15%
Ready Capital Corp 76.33%
Equinix Inc 41.77%
Lamar Advertising Co 65.88%
PotlatchDeltic Corp 50.09%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -33.22
Beta (5Y) 1.718
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 48.22%
Historical Sharpe Ratio (5Y) -0.213
Historical Sortino (5Y) -0.3003
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.63%