UMH Properties Inc (UMH)

19.07 +0.55 (+2.97%) USD  |  NYSE  |  Dec 20, 16:00
19.10 +0.02 (+0.13%) After-Hours: 20:00
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UMH Properties Max Drawdown (5Y): 46.96% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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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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Office Properties Income Trust 95.09%
Rexford Industrial Realty Inc 48.37%
New Concept Energy Inc 96.36%
InnSuites Hospitality Trust 91.17%
Power REIT 99.48%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.49
Beta (5Y) 1.291
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.00%
Historical Sharpe Ratio (5Y) 0.2112
Historical Sortino (5Y) 0.2649
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.37%