Rydex Real Estate A (RYREX)
41.23
+0.04 (+0.10%)
USD |
May 20 2022
RYREX Max Drawdown (5Y): 45.84% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 45.84% |
| March 31, 2022 | 45.84% |
| February 28, 2022 | 45.84% |
| January 31, 2022 | 45.84% |
| December 31, 2021 | 45.84% |
| November 30, 2021 | 45.84% |
| October 31, 2021 | 45.84% |
| September 30, 2021 | 45.84% |
| August 31, 2021 | 45.84% |
| July 31, 2021 | 45.84% |
| June 30, 2021 | 45.84% |
| May 31, 2021 | 45.84% |
| April 30, 2021 | 45.84% |
| March 31, 2021 | 45.84% |
| February 28, 2021 | 45.84% |
| January 31, 2021 | 45.84% |
| December 31, 2020 | 45.84% |
| November 30, 2020 | 45.84% |
| October 31, 2020 | 45.84% |
| September 30, 2020 | 45.84% |
| August 31, 2020 | 45.84% |
| July 31, 2020 | 45.84% |
| June 30, 2020 | 45.84% |
| May 31, 2020 | 45.84% |
| April 30, 2020 | 45.84% |
| Date | Value |
|---|---|
| March 31, 2020 | 45.84% |
| February 29, 2020 | 20.13% |
| January 31, 2020 | 20.13% |
| December 31, 2019 | 20.13% |
| November 30, 2019 | 20.13% |
| October 31, 2019 | 20.13% |
| September 30, 2019 | 20.13% |
| August 31, 2019 | 20.13% |
| July 31, 2019 | 20.13% |
| June 30, 2019 | 20.13% |
| May 31, 2019 | 20.13% |
| April 30, 2019 | 20.13% |
| March 31, 2019 | 20.13% |
| February 28, 2019 | 20.13% |
| January 31, 2019 | 20.13% |
| December 31, 2018 | 20.13% |
| November 30, 2018 | 20.13% |
| October 31, 2018 | 20.13% |
| September 30, 2018 | 20.13% |
| August 31, 2018 | 20.13% |
| July 31, 2018 | 20.13% |
| June 30, 2018 | 20.13% |
| May 31, 2018 | 20.13% |
| April 30, 2018 | 20.13% |
| March 31, 2018 | 20.13% |
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
20.13%
Minimum
May 2017
45.84%
Maximum
Mar 2020
31.27%
Average
20.13%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| West Loop Realty A | 38.28% |
| abrdn Realty Income & Growth A | 43.19% |
| AAM/Phocas Real Estate A | -- |
| PGIM US Real Estate A | 43.42% |
| BlackRock Real Estate Securities Inv A | 41.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.914 |
| Beta (5Y) | 0.9801 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.20% |
| Historical Sharpe Ratio (5Y) | 0.3317 |
| Historical Sortino (5Y) | 0.2991 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.09% |