Redwood Trust Inc (RWT)

6.77 +0.13 (+1.96%) USD  |  NYSE  |  Dec 20, 16:00
6.85 +0.08 (+1.18%) After-Hours: 20:00
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Redwood Trust Max Drawdown (5Y): 85.40% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
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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Invesco Mortgage Capital Inc 93.34%
Comstock Holding Co Inc 80.90%
New England Realty Associates LP 41.91%
Diversified Healthcare Trust 95.99%
Star Holdings --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -30.36
Beta (5Y) 1.578
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 59.44%
Historical Sharpe Ratio (5Y) -0.1562
Historical Sortino (5Y) -0.1801
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.28%