TPG RE Finance Trust Inc (TRTX)
8.36
+0.23
(+2.83%)
USD |
NYSE |
May 03, 16:00
8.365
0.00 (0.00%)
After-Hours: 20:00
TPG RE Finance Trust Max Drawdown (5Y): 87.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.93% |
March 31, 2024 | 87.93% |
February 29, 2024 | 87.93% |
January 31, 2024 | 87.93% |
December 31, 2023 | 87.93% |
November 30, 2023 | 87.93% |
October 31, 2023 | 87.93% |
September 30, 2023 | 87.93% |
August 31, 2023 | 87.93% |
July 31, 2023 | 87.93% |
June 30, 2023 | 87.93% |
May 31, 2023 | 87.93% |
April 30, 2023 | 87.93% |
March 31, 2023 | 87.93% |
February 28, 2023 | 87.93% |
January 31, 2023 | 87.93% |
December 31, 2022 | 87.93% |
November 30, 2022 | 87.93% |
October 31, 2022 | 87.93% |
September 30, 2022 | 87.93% |
August 31, 2022 | 87.93% |
July 31, 2022 | 87.93% |
June 30, 2022 | 87.93% |
May 31, 2022 | 87.93% |
April 30, 2022 | 87.93% |
Date | Value |
---|---|
March 31, 2022 | 87.93% |
February 28, 2022 | 87.93% |
January 31, 2022 | 87.93% |
December 31, 2021 | 87.93% |
November 30, 2021 | 87.93% |
October 31, 2021 | 87.93% |
September 30, 2021 | 87.93% |
August 31, 2021 | 87.93% |
July 31, 2021 | 87.93% |
June 30, 2021 | 87.93% |
May 31, 2021 | 87.93% |
April 30, 2021 | 87.93% |
March 31, 2021 | 87.93% |
February 28, 2021 | 87.93% |
January 31, 2021 | 87.93% |
December 31, 2020 | 87.93% |
November 30, 2020 | 87.93% |
October 31, 2020 | 87.93% |
September 30, 2020 | 87.93% |
August 31, 2020 | 87.93% |
July 31, 2020 | 87.93% |
June 30, 2020 | 87.93% |
May 31, 2020 | 87.93% |
April 30, 2020 | 87.93% |
March 31, 2020 | 83.66% |
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
11.39%
Minimum
May 2019
87.93%
Maximum
Apr 2020
75.10%
Average
87.93%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Industrial Logistics Properties Trust | 93.78% |
Great Ajax Corp | 72.74% |
JBG SMITH Properties | 65.32% |
BrightSpire Capital Inc | 85.71% |
Comstock Inc | 98.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -33.78 |
Beta (5Y) | 2.097 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.57% |
Historical Sharpe Ratio (5Y) | -0.1691 |
Historical Sortino (5Y) | -0.2136 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.50% |