Starwood Property Trust Inc (STWD)
20.33
0.00 (0.00%)
USD |
NYSE |
Mar 28, 16:00
20.32
0.00 (0.00%)
Pre-Market: 20:00
Starwood Property Trust Max Drawdown (5Y): 66.34% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 66.34% |
July 31, 2020 | 66.34% |
June 30, 2020 | 66.34% |
May 31, 2020 | 66.34% |
April 30, 2020 | 66.34% |
March 31, 2020 | 66.34% |
February 29, 2020 | 26.42% |
January 31, 2020 | 26.42% |
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
Mar 2019
66.34%
Maximum
Mar 2020
58.35%
Average
66.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ares Commercial Real Estate Corp | 75.68% |
Ladder Capital Corp | 81.59% |
CoStar Group Inc | 46.59% |
Pebblebrook Hotel Trust | 83.72% |
RE/MAX Holdings Inc | 79.08% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.20 |
Beta (5Y) | 1.657 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.94% |
Historical Sharpe Ratio (5Y) | 0.1635 |
Historical Sortino (5Y) | 0.1718 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.45% |