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New York Mortgage Trust Inc
NYMTAdd to Watchlist
7.110USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
642.13MMarket Cap
36.94P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
1.39
VaR
+3.27%
240-Day Maximum Drawdown
+24.40%
240-Day Volatility
+39.05%
Return
Best Daily Return
60 days
+3.95%
120 days
+8.18%
5 years
+13.06%
Worst Daily Return
60 days
-6.08%
120 days
-7.79%
5 years
-12.79%
Sharpe Ratio
60 days
+1.26
120 days
+0.59
5 years
+0.13
Risk Assessment
Maximum Drawdown
240 days
+24.40%
3 years
+59.01%
5 years
+72.87%
Return-to-Drawdown Ratio
240 days
+0.22
3 years
-0.16
5 years
-0.13
Skewness
240 days
-0.16
3 years
-0.50
5 years
-0.22
Volatility
Realised Volatility
240 days
+39.05%
5 years
+35.30%
Standardised True Range
240 days
+2.70%
5 years
+4.41%
Downside Risk-Adjusted Return
120 days
+77.07%
240 days
+77.07%
Maximum Daily Upside Volatility
60 days
+19.38%
Maximum Daily Downside Volatility
60 days
+23.88%
Liquidity
Average Turnover Rate
60 days
+0.72%
120 days
+0.80%
5 years
--
Turnover Deviation
20 days
-9.49%
60 days
-4.91%
120 days
+5.20%
