Two Harbors Investment Corp (TWO)

11.87 +0.37 (+3.22%) USD  |  NYSE  |  Dec 20, 16:00
11.88 +0.01 (+0.08%) After-Hours: 20:00
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Two Harbors Investment Max Drawdown (5Y): 84.71% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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AGNC Investment Corp 54.54%
Comstock Holding Co Inc 80.90%
New England Realty Associates LP 41.91%
Diversified Healthcare Trust 95.99%
Star Holdings --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -44.95
Beta (5Y) 1.854
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 48.87%
Historical Sharpe Ratio (5Y) -0.4131
Historical Sortino (5Y) -0.4365
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.60%