RLJ Lodging Trust (RLJ)
10.98
+0.07
(+0.64%)
USD |
NYSE |
Apr 19, 15:39
RLJ Lodging Trust Max Drawdown (5Y): 82.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 82.07% |
February 29, 2024 | 82.07% |
January 31, 2024 | 82.07% |
December 31, 2023 | 82.07% |
November 30, 2023 | 82.07% |
October 31, 2023 | 82.07% |
September 30, 2023 | 82.07% |
August 31, 2023 | 82.07% |
July 31, 2023 | 82.07% |
June 30, 2023 | 82.07% |
May 31, 2023 | 82.07% |
April 30, 2023 | 82.07% |
March 31, 2023 | 82.07% |
February 28, 2023 | 82.07% |
January 31, 2023 | 82.07% |
December 31, 2022 | 82.07% |
November 30, 2022 | 82.07% |
October 31, 2022 | 82.07% |
September 30, 2022 | 82.07% |
August 31, 2022 | 82.07% |
July 31, 2022 | 82.07% |
June 30, 2022 | 82.07% |
May 31, 2022 | 82.07% |
April 30, 2022 | 82.07% |
March 31, 2022 | 82.07% |
Date | Value |
---|---|
February 28, 2022 | 82.07% |
January 31, 2022 | 82.07% |
December 31, 2021 | 82.07% |
November 30, 2021 | 82.07% |
October 31, 2021 | 82.07% |
September 30, 2021 | 82.07% |
August 31, 2021 | 82.07% |
July 31, 2021 | 82.07% |
June 30, 2021 | 82.07% |
May 31, 2021 | 82.07% |
April 30, 2021 | 82.07% |
March 31, 2021 | 82.07% |
February 28, 2021 | 82.07% |
January 31, 2021 | 82.07% |
December 31, 2020 | 82.07% |
November 30, 2020 | 82.07% |
October 31, 2020 | 82.07% |
September 30, 2020 | 82.07% |
August 31, 2020 | 82.07% |
July 31, 2020 | 82.07% |
June 30, 2020 | 82.07% |
May 31, 2020 | 82.07% |
April 30, 2020 | 82.07% |
March 31, 2020 | 82.07% |
February 29, 2020 | 50.14% |
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
50.14%
Minimum
Apr 2019
82.07%
Maximum
Mar 2020
76.22%
Average
82.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ARMOUR Residential REIT Inc | 78.15% |
Ready Capital Corp | 76.33% |
Innovative Industrial Properties Inc | 75.41% |
Equinix Inc | 41.77% |
Lamar Advertising Co | 65.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.71 |
Beta (5Y) | 1.706 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.07% |
Historical Sharpe Ratio (5Y) | -0.1547 |
Historical Sortino (5Y) | -0.2133 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.63% |