Starwood Property Trust Inc (STWD)
19.83
+0.08
(+0.41%)
USD |
NYSE |
Nov 21, 11:41
Starwood Property Trust Max Drawdown (5Y): 66.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.34% |
| September 30, 2024 | 66.34% |
| August 31, 2024 | 66.34% |
| July 31, 2024 | 66.34% |
| June 30, 2024 | 66.34% |
| May 31, 2024 | 66.34% |
| April 30, 2024 | 66.34% |
| March 31, 2024 | 66.34% |
| February 29, 2024 | 66.34% |
| January 31, 2024 | 66.34% |
| December 31, 2023 | 66.34% |
| November 30, 2023 | 66.34% |
| October 31, 2023 | 66.34% |
| September 30, 2023 | 66.34% |
| August 31, 2023 | 66.34% |
| July 31, 2023 | 66.34% |
| June 30, 2023 | 66.34% |
| May 31, 2023 | 66.34% |
| April 30, 2023 | 66.34% |
| March 31, 2023 | 66.34% |
| February 28, 2023 | 66.34% |
| January 31, 2023 | 66.34% |
| December 31, 2022 | 66.34% |
| November 30, 2022 | 66.34% |
| October 31, 2022 | 66.34% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.34% |
| August 31, 2022 | 66.34% |
| July 31, 2022 | 66.34% |
| June 30, 2022 | 66.34% |
| May 31, 2022 | 66.34% |
| April 30, 2022 | 66.34% |
| March 31, 2022 | 66.34% |
| February 28, 2022 | 66.34% |
| January 31, 2022 | 66.34% |
| December 31, 2021 | 66.34% |
| November 30, 2021 | 66.34% |
| October 31, 2021 | 66.34% |
| September 30, 2021 | 66.34% |
| August 31, 2021 | 66.34% |
| July 31, 2021 | 66.34% |
| June 30, 2021 | 66.34% |
| May 31, 2021 | 66.34% |
| April 30, 2021 | 66.34% |
| March 31, 2021 | 66.34% |
| February 28, 2021 | 66.34% |
| January 31, 2021 | 66.34% |
| December 31, 2020 | 66.34% |
| November 30, 2020 | 66.34% |
| October 31, 2020 | 66.34% |
| September 30, 2020 | 66.34% |
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
26.42%
Minimum
Nov 2019
66.34%
Maximum
Mar 2020
63.67%
Average
66.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Annaly Capital Management Inc | 60.03% |
| Arbor Realty Trust Inc | 72.73% |
| LXP Industrial Trust | 47.19% |
| Ares Commercial Real Estate Corp | 75.68% |
| Ladder Capital Corp | 81.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.76 |
| Beta (5Y) | 1.699 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.17% |
| Historical Sharpe Ratio (5Y) | 0.0853 |
| Historical Sortino (5Y) | 0.0928 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.57% |