National Health Investors Inc (NHI)
66.38
-0.06
(-0.09%)
USD |
NYSE |
Jun 17, 11:19
National Health Investors Max Drawdown (5Y): 63.04% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 63.04% |
April 30, 2024 | 63.04% |
March 31, 2024 | 63.04% |
February 29, 2024 | 63.04% |
January 31, 2024 | 63.04% |
December 31, 2023 | 63.04% |
November 30, 2023 | 63.04% |
October 31, 2023 | 63.04% |
September 30, 2023 | 63.04% |
August 31, 2023 | 63.04% |
July 31, 2023 | 63.04% |
June 30, 2023 | 63.04% |
May 31, 2023 | 63.04% |
April 30, 2023 | 63.04% |
March 31, 2023 | 63.04% |
February 28, 2023 | 63.04% |
January 31, 2023 | 63.04% |
December 31, 2022 | 63.04% |
November 30, 2022 | 63.04% |
October 31, 2022 | 63.04% |
September 30, 2022 | 63.04% |
August 31, 2022 | 63.04% |
July 31, 2022 | 63.04% |
June 30, 2022 | 63.04% |
May 31, 2022 | 63.04% |
Date | Value |
---|---|
April 30, 2022 | 63.04% |
March 31, 2022 | 63.04% |
February 28, 2022 | 63.04% |
January 31, 2022 | 63.04% |
December 31, 2021 | 63.04% |
November 30, 2021 | 63.04% |
October 31, 2021 | 63.04% |
September 30, 2021 | 63.04% |
August 31, 2021 | 63.04% |
July 31, 2021 | 63.04% |
June 30, 2021 | 63.04% |
May 31, 2021 | 63.04% |
April 30, 2021 | 63.04% |
March 31, 2021 | 63.04% |
February 28, 2021 | 63.04% |
January 31, 2021 | 63.04% |
December 31, 2020 | 63.04% |
November 30, 2020 | 63.04% |
October 31, 2020 | 63.04% |
September 30, 2020 | 63.04% |
August 31, 2020 | 63.04% |
July 31, 2020 | 63.04% |
June 30, 2020 | 63.04% |
May 31, 2020 | 63.04% |
April 30, 2020 | 63.04% |
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
27.42%
Minimum
Jun 2019
63.04%
Maximum
Mar 2020
57.69%
Average
63.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Kite Realty Group Trust | 68.71% |
First Industrial Realty Trust Inc | 41.12% |
Host Hotels & Resorts Inc | 55.10% |
Kilroy Realty Corp | 66.57% |
Simon Property Group Inc | 77.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.85 |
Beta (5Y) | 0.9982 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.08% |
Historical Sharpe Ratio (5Y) | 0.0244 |
Historical Sortino (5Y) | 0.0255 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.64% |