UMH Properties Inc (UMH)
19.29
+0.14
(+0.73%)
USD |
NYSE |
Nov 21, 16:00
19.29
0.00 (0.00%)
After-Hours: 20:00
UMH Properties Max Drawdown (5Y): 46.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.96% |
| September 30, 2024 | 46.96% |
| August 31, 2024 | 46.96% |
| July 31, 2024 | 46.96% |
| June 30, 2024 | 46.96% |
| May 31, 2024 | 46.96% |
| April 30, 2024 | 46.96% |
| March 31, 2024 | 46.96% |
| February 29, 2024 | 46.96% |
| January 31, 2024 | 46.96% |
| December 31, 2023 | 46.96% |
| November 30, 2023 | 46.96% |
| October 31, 2023 | 46.96% |
| September 30, 2023 | 46.43% |
| August 31, 2023 | 46.43% |
| July 31, 2023 | 46.43% |
| June 30, 2023 | 46.43% |
| May 31, 2023 | 46.43% |
| April 30, 2023 | 46.43% |
| March 31, 2023 | 46.43% |
| February 28, 2023 | 44.65% |
| January 31, 2023 | 44.65% |
| December 31, 2022 | 44.65% |
| November 30, 2022 | 44.65% |
| October 31, 2022 | 44.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 44.65% |
| August 31, 2022 | 44.65% |
| July 31, 2022 | 44.65% |
| June 30, 2022 | 44.65% |
| May 31, 2022 | 44.65% |
| April 30, 2022 | 44.65% |
| March 31, 2022 | 44.65% |
| February 28, 2022 | 44.65% |
| January 31, 2022 | 44.65% |
| December 31, 2021 | 44.65% |
| November 30, 2021 | 44.65% |
| October 31, 2021 | 44.65% |
| September 30, 2021 | 44.65% |
| August 31, 2021 | 44.65% |
| July 31, 2021 | 44.65% |
| June 30, 2021 | 44.65% |
| May 31, 2021 | 44.65% |
| April 30, 2021 | 44.65% |
| March 31, 2021 | 44.65% |
| February 28, 2021 | 44.65% |
| January 31, 2021 | 44.65% |
| December 31, 2020 | 44.65% |
| November 30, 2020 | 44.65% |
| October 31, 2020 | 44.65% |
| September 30, 2020 | 44.65% |
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
32.23%
Minimum
Nov 2019
46.96%
Maximum
Oct 2023
44.53%
Average
44.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Office Properties Income Trust | 93.03% |
| 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) | -9.641 |
| Beta (5Y) | 1.302 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.99% |
| Historical Sharpe Ratio (5Y) | 0.2238 |
| Historical Sortino (5Y) | 0.2804 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.37% |