Safehold Inc (SAFE)
18.28
-0.46
(-2.48%)
USD |
NYSE |
Apr 30, 16:00
18.28
0.00 (0.00%)
After-Hours: 20:00
Safehold Max Drawdown (5Y): 83.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 83.23% |
| February 29, 2024 | 83.23% |
| January 31, 2024 | 83.23% |
| December 31, 2023 | 83.23% |
| November 30, 2023 | 83.23% |
| October 31, 2023 | 83.23% |
| September 30, 2023 | 80.64% |
| August 31, 2023 | 77.97% |
| July 31, 2023 | 75.60% |
| June 30, 2023 | 75.60% |
| May 31, 2023 | 73.93% |
| April 30, 2023 | 73.93% |
| March 31, 2023 | 73.93% |
| February 28, 2023 | 73.93% |
| January 31, 2023 | 73.93% |
| December 31, 2022 | 73.93% |
| November 30, 2022 | 73.93% |
| October 31, 2022 | 73.93% |
| September 30, 2022 | 72.69% |
| August 31, 2022 | 63.65% |
| July 31, 2022 | 63.65% |
| June 30, 2022 | 63.65% |
| May 31, 2022 | 56.73% |
| April 30, 2022 | 54.05% |
| March 31, 2022 | 42.17% |
| Date | Value |
|---|---|
| February 28, 2022 | 37.58% |
| January 31, 2022 | 37.58% |
| December 31, 2021 | 36.80% |
| November 30, 2021 | 36.80% |
| October 31, 2021 | 36.80% |
| September 30, 2021 | 36.80% |
| August 31, 2021 | 36.80% |
| July 31, 2021 | 36.80% |
| June 30, 2021 | 36.80% |
| May 31, 2021 | 36.80% |
| April 30, 2021 | 36.80% |
| March 31, 2021 | 36.80% |
| February 28, 2021 | 36.80% |
| January 31, 2021 | 36.80% |
| December 31, 2020 | 36.80% |
| November 30, 2020 | 36.80% |
| October 31, 2020 | 36.80% |
| September 30, 2020 | 36.80% |
| August 31, 2020 | 36.80% |
| July 31, 2020 | 36.80% |
| June 30, 2020 | 36.80% |
| May 31, 2020 | 36.80% |
| April 30, 2020 | 36.80% |
| March 31, 2020 | 36.80% |
| February 29, 2020 | 19.17% |
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
19.17%
Minimum
May 2019
83.23%
Maximum
Oct 2023
49.04%
Average
36.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Chimera Investment Corp | 70.35% |
| SBA Communications Corp | 50.31% |
| Opendoor Technologies Inc | -- |
| Comstock Inc | 98.91% |
| Alset Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.16 |
| Beta (5Y) | 0.8353 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.76% |
| Historical Sharpe Ratio (5Y) | -0.028 |
| Historical Sortino (5Y) | -0.0497 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.27% |