Starwood Property Trust, Inc. (STWD)
16.29
-0.09
(-0.55%)
USD |
NYSE |
Aug 24, 16:00
16.31
+0.02
(+0.12%)
Pre-Market: 20:00
Starwood Property Trust Max Drawdown (5Y) : 29.47% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 29.47% |
| June 30, 2026 | 29.47% |
| May 31, 2026 | 29.47% |
| April 30, 2026 | 29.47% |
| March 31, 2026 | 29.47% |
| February 28, 2026 | 29.47% |
| January 31, 2026 | 29.47% |
| December 31, 2025 | 29.47% |
| November 30, 2025 | 29.47% |
| October 31, 2025 | 39.37% |
| September 30, 2025 | 40.90% |
| August 31, 2025 | 40.90% |
| July 31, 2025 | 40.90% |
| June 30, 2025 | 45.11% |
| May 31, 2025 | 45.11% |
| April 30, 2025 | 53.61% |
| March 31, 2025 | 62.98% |
| February 28, 2025 | 66.34% |
| January 31, 2025 | 66.34% |
| December 31, 2024 | 66.34% |
| November 30, 2024 | 66.34% |
| October 31, 2024 | 66.34% |
| September 30, 2024 | 66.34% |
| August 31, 2024 | 66.34% |
| July 31, 2024 | 66.34% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 66.34% |
| August 31, 2022 | 66.34% |
| July 31, 2022 | 66.34% |
| June 30, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Annaly Capital Management, Inc. | 51.91% |
| AGNC Investment Corp. | 54.54% |
| Chimera Investment Corp. | 72.11% |
| Ellington Financial, Inc. | 34.45% |
| Seven Hills Realty Trust | 53.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.81 |
| Beta (5Y) | 0.9840 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.74% |
| Historical Sharpe Ratio (5Y) | -0.1808 |
| Historical Sortino (5Y) | -0.2969 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.46% |