Omega Healthcare Investors Inc (OHI)
30.63
-0.05
(-0.16%)
USD |
NYSE |
May 17, 16:00
30.82
+0.19
(+0.62%)
Pre-Market: 20:00
Omega Healthcare Investors Max Drawdown (5Y): 66.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.92% |
March 31, 2024 | 66.92% |
February 29, 2024 | 66.92% |
January 31, 2024 | 66.92% |
December 31, 2023 | 66.92% |
November 30, 2023 | 66.92% |
October 31, 2023 | 66.92% |
September 30, 2023 | 66.92% |
August 31, 2023 | 66.92% |
July 31, 2023 | 66.92% |
June 30, 2023 | 66.92% |
May 31, 2023 | 66.92% |
April 30, 2023 | 66.92% |
March 31, 2023 | 66.92% |
February 28, 2023 | 66.92% |
January 31, 2023 | 66.92% |
December 31, 2022 | 66.92% |
November 30, 2022 | 66.92% |
October 31, 2022 | 66.92% |
September 30, 2022 | 66.92% |
August 31, 2022 | 66.92% |
July 31, 2022 | 66.92% |
June 30, 2022 | 66.92% |
May 31, 2022 | 66.92% |
April 30, 2022 | 66.92% |
Date | Value |
---|---|
March 31, 2022 | 66.92% |
February 28, 2022 | 66.92% |
January 31, 2022 | 66.92% |
December 31, 2021 | 66.92% |
November 30, 2021 | 66.92% |
October 31, 2021 | 66.92% |
September 30, 2021 | 66.92% |
August 31, 2021 | 66.92% |
July 31, 2021 | 66.92% |
June 30, 2021 | 66.92% |
May 31, 2021 | 66.92% |
April 30, 2021 | 66.92% |
March 31, 2021 | 66.92% |
February 28, 2021 | 66.92% |
January 31, 2021 | 66.92% |
December 31, 2020 | 66.92% |
November 30, 2020 | 66.92% |
October 31, 2020 | 66.92% |
September 30, 2020 | 66.92% |
August 31, 2020 | 66.92% |
July 31, 2020 | 66.92% |
June 30, 2020 | 66.92% |
May 31, 2020 | 66.92% |
April 30, 2020 | 66.92% |
March 31, 2020 | 66.92% |
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
34.52%
Minimum
May 2019
66.92%
Maximum
Mar 2020
61.52%
Average
66.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
National Health Investors Inc | 63.04% |
Welltower Inc | 63.33% |
Host Hotels & Resorts Inc | 55.10% |
Medical Properties Trust Inc | 84.46% |
Regency Centers Corp | 57.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.835 |
Beta (5Y) | 0.9211 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.94% |
Historical Sharpe Ratio (5Y) | 0.1041 |
Historical Sortino (5Y) | 0.1264 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.50% |