Chimera Investment Corp (CIM)
11.90
+0.12
(+1.02%)
USD |
NYSE |
May 31, 16:00
11.90
0.00 (0.00%)
After-Hours: 20:00
Chimera Investment Max Drawdown (5Y): 71.62% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 71.62% |
| April 30, 2024 | 70.93% |
| March 31, 2024 | 70.35% |
| February 29, 2024 | 70.35% |
| January 31, 2024 | 70.35% |
| December 31, 2023 | 70.35% |
| November 30, 2023 | 70.35% |
| October 31, 2023 | 70.35% |
| September 30, 2023 | 70.35% |
| August 31, 2023 | 70.35% |
| July 31, 2023 | 70.35% |
| June 30, 2023 | 70.35% |
| May 31, 2023 | 70.35% |
| April 30, 2023 | 70.35% |
| March 31, 2023 | 70.35% |
| February 28, 2023 | 70.35% |
| January 31, 2023 | 70.35% |
| December 31, 2022 | 70.35% |
| November 30, 2022 | 70.35% |
| October 31, 2022 | 70.35% |
| September 30, 2022 | 70.35% |
| August 31, 2022 | 70.35% |
| July 31, 2022 | 70.35% |
| June 30, 2022 | 70.35% |
| May 31, 2022 | 70.35% |
| Date | Value |
|---|---|
| April 30, 2022 | 70.35% |
| March 31, 2022 | 70.35% |
| February 28, 2022 | 70.35% |
| January 31, 2022 | 70.35% |
| December 31, 2021 | 70.35% |
| November 30, 2021 | 70.35% |
| October 31, 2021 | 70.35% |
| September 30, 2021 | 70.35% |
| August 31, 2021 | 70.35% |
| July 31, 2021 | 70.35% |
| June 30, 2021 | 70.35% |
| May 31, 2021 | 70.35% |
| April 30, 2021 | 70.35% |
| March 31, 2021 | 70.35% |
| February 28, 2021 | 70.35% |
| January 31, 2021 | 70.35% |
| December 31, 2020 | 70.35% |
| November 30, 2020 | 70.35% |
| October 31, 2020 | 70.35% |
| September 30, 2020 | 70.35% |
| August 31, 2020 | 70.35% |
| July 31, 2020 | 70.35% |
| June 30, 2020 | 70.35% |
| May 31, 2020 | 70.35% |
| April 30, 2020 | 70.35% |
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
21.12%
Minimum
Jun 2019
71.62%
Maximum
May 2024
62.94%
Average
70.35%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Redfin Corp | 96.61% |
| Opendoor Technologies Inc | -- |
| eXp World Holdings Inc | 88.17% |
| Uniti Group Inc | 80.85% |
| Industrial Logistics Properties Trust | 93.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.30 |
| Beta (5Y) | 1.701 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.04% |
| Historical Sharpe Ratio (5Y) | -0.4125 |
| Historical Sortino (5Y) | -0.4652 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.79% |