Retail Opportunity Investments Corp (ROIC)
16.67
-0.13
(-0.75%)
USD |
NASDAQ |
Nov 05, 09:45
Retail Opportunity Investments Max Drawdown (5Y): 65.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.84% |
| September 30, 2024 | 65.84% |
| August 31, 2024 | 65.84% |
| July 31, 2024 | 65.84% |
| June 30, 2024 | 65.84% |
| May 31, 2024 | 65.84% |
| April 30, 2024 | 65.84% |
| March 31, 2024 | 65.84% |
| February 29, 2024 | 65.84% |
| January 31, 2024 | 65.84% |
| December 31, 2023 | 65.84% |
| November 30, 2023 | 65.84% |
| October 31, 2023 | 65.84% |
| September 30, 2023 | 65.84% |
| August 31, 2023 | 65.84% |
| July 31, 2023 | 65.84% |
| June 30, 2023 | 65.84% |
| May 31, 2023 | 65.84% |
| April 30, 2023 | 65.84% |
| March 31, 2023 | 65.84% |
| February 28, 2023 | 65.84% |
| January 31, 2023 | 65.84% |
| December 31, 2022 | 65.84% |
| November 30, 2022 | 65.84% |
| October 31, 2022 | 65.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.84% |
| August 31, 2022 | 65.84% |
| July 31, 2022 | 65.84% |
| June 30, 2022 | 65.84% |
| May 31, 2022 | 65.84% |
| April 30, 2022 | 65.84% |
| March 31, 2022 | 65.84% |
| February 28, 2022 | 65.84% |
| January 31, 2022 | 65.84% |
| December 31, 2021 | 65.84% |
| November 30, 2021 | 65.84% |
| October 31, 2021 | 65.84% |
| September 30, 2021 | 65.84% |
| August 31, 2021 | 65.84% |
| July 31, 2021 | 65.84% |
| June 30, 2021 | 65.84% |
| May 31, 2021 | 65.84% |
| April 30, 2021 | 65.84% |
| March 31, 2021 | 65.84% |
| February 28, 2021 | 65.84% |
| January 31, 2021 | 65.84% |
| December 31, 2020 | 65.84% |
| November 30, 2020 | 65.84% |
| October 31, 2020 | 65.84% |
| September 30, 2020 | 65.84% |
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
26.06%
Minimum
Nov 2019
65.84%
Maximum
Mar 2020
63.19%
Average
65.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CoStar Group Inc | 46.59% |
| New Concept Energy Inc | 96.36% |
| Gyrodyne LLC | 63.14% |
| InnSuites Hospitality Trust | 91.17% |
| Power REIT | 99.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.45 |
| Beta (5Y) | 1.450 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.86% |
| Historical Sharpe Ratio (5Y) | -0.0703 |
| Historical Sortino (5Y) | -0.0863 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.46% |