New York Mortgage Trust Inc (NYMT)
6.09
-0.08
(-1.30%)
USD |
NASDAQ |
May 21, 14:22
New York Mortgage Trust Max Drawdown (5Y): 84.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.01% |
March 31, 2024 | 84.01% |
February 29, 2024 | 84.01% |
January 31, 2024 | 84.01% |
December 31, 2023 | 84.01% |
November 30, 2023 | 84.01% |
October 31, 2023 | 84.01% |
September 30, 2023 | 84.01% |
August 31, 2023 | 84.01% |
July 31, 2023 | 84.01% |
June 30, 2023 | 84.01% |
May 31, 2023 | 84.01% |
April 30, 2023 | 84.01% |
March 31, 2023 | 84.01% |
February 28, 2023 | 84.01% |
January 31, 2023 | 84.01% |
December 31, 2022 | 84.01% |
November 30, 2022 | 84.01% |
October 31, 2022 | 84.01% |
September 30, 2022 | 84.01% |
August 31, 2022 | 84.01% |
July 31, 2022 | 84.01% |
June 30, 2022 | 84.01% |
May 31, 2022 | 84.01% |
April 30, 2022 | 84.01% |
Date | Value |
---|---|
March 31, 2022 | 84.01% |
February 28, 2022 | 84.01% |
January 31, 2022 | 84.01% |
December 31, 2021 | 84.01% |
November 30, 2021 | 84.01% |
October 31, 2021 | 84.01% |
September 30, 2021 | 84.01% |
August 31, 2021 | 84.01% |
July 31, 2021 | 84.01% |
June 30, 2021 | 84.01% |
May 31, 2021 | 84.01% |
April 30, 2021 | 84.01% |
March 31, 2021 | 84.01% |
February 28, 2021 | 84.01% |
January 31, 2021 | 84.01% |
December 31, 2020 | 84.01% |
November 30, 2020 | 84.01% |
October 31, 2020 | 84.01% |
September 30, 2020 | 84.01% |
August 31, 2020 | 84.01% |
July 31, 2020 | 84.01% |
June 30, 2020 | 84.01% |
May 31, 2020 | 84.01% |
April 30, 2020 | 84.01% |
March 31, 2020 | 84.01% |
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
44.79%
Minimum
May 2019
84.01%
Maximum
Mar 2020
77.48%
Average
84.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
RE/MAX Holdings Inc | 82.00% |
Annaly Capital Management Inc | 60.03% |
Invesco Mortgage Capital Inc | 93.34% |
Sabra Health Care REIT Inc | 74.93% |
American Homes 4 Rent | 38.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -37.12 |
Beta (5Y) | 1.914 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.75% |
Historical Sharpe Ratio (5Y) | -0.2994 |
Historical Sortino (5Y) | -0.3378 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.70% |