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Greystone Housing Impact Investors LP (GHI)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US02364V1070
IPO Date
Apr 2, 1986

Highlights

Market Cap
$114.17M
Enterprise Value
$114.11M
EPS (TTM)
-$0.19
Total Revenue (TTM)
$80.36M
Gross Profit (TTM)
$21.70M
EBITDA (TTM)
-$1.78M
Year Range
$4.71 - $12.70
Target Price
$18.00
ROA (TTM)
-7,861.86%
ROE (TTM)
-0.00%

Share Price Chart


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Often compared with GHI:
GHI vs. MAC

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Greystone Housing Impact Investors LP, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Greystone Housing Impact Investors LP (GHI) has returned -26.54% so far this year and -55.02% over the past 12 months. Over the last ten years, GHI has returned -2.65% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Greystone Housing Impact Investors LP

1D
1.23%
1M
-35.44%
YTD
-26.54%
6M
-48.97%
1Y
-55.02%
3Y*
-26.35%
5Y*
-13.05%
10Y*
-2.65%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 2, 1986, GHI's average daily return is +0.04%, while the average monthly return is +0.41%. At this rate, your investment would double in approximately 14.1 years.

Historically, 55% of months were positive and 45% were negative. The best month was Jan 2009 with a return of +33.6%, while the worst month was Mar 2026 at -35.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 7 months.

On a daily basis, GHI closed higher 42% of trading days. The best single day was Mar 19, 2020 with a return of +21.5%, while the worst single day was Jun 3, 1993 at -34.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202615.09%-1.13%-35.44%-26.54%
202525.66%-2.56%1.18%1.78%-4.38%-3.23%-2.56%-3.26%-0.69%-19.71%-14.63%1.33%-24.14%
2024-0.54%-0.72%0.88%-4.36%-3.08%0.55%-1.76%-1.79%0.92%-11.33%-4.42%-10.72%-31.59%
20239.60%-7.29%-0.08%1.68%-11.89%9.32%-3.34%1.44%-2.16%5.44%3.31%2.36%6.37%
20226.53%-5.40%-4.99%-6.72%9.39%1.86%7.54%-4.37%-6.27%9.49%0.95%-7.05%-1.44%
20215.41%4.02%20.49%6.15%6.98%9.02%1.93%-3.28%-8.69%9.06%-2.46%4.33%63.42%

Benchmark Metrics

Greystone Housing Impact Investors LP has an annualized alpha of 7.24%, beta of 0.22, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since April 03, 1986.

  • This stock participated in 30.18% of S&P 500 Index downside but only 23.29% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.22 may look defensive, but with R² of 0.01 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.01 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
7.24%
Beta
0.22
0.01
Upside Capture
23.29%
Downside Capture
30.18%

Return for Risk

Risk / Return Rank

GHI ranks 2 for risk / return — in the bottom 2% of stocks on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


GHI Risk / Return Rank: 22
Overall Rank
GHI Sharpe Ratio Rank: 11
Sharpe Ratio Rank
GHI Sortino Ratio Rank: 11
Sortino Ratio Rank
GHI Omega Ratio Rank: 22
Omega Ratio Rank
GHI Calmar Ratio Rank: 33
Calmar Ratio Rank
GHI Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Greystone Housing Impact Investors LP (GHI) and compare them to a chosen benchmark (S&P 500 Index).


GHIBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-1.33

0.90

-2.22

Sortino ratio

Return per unit of downside risk

-2.22

1.39

-3.61

Omega ratio

Gain probability vs. loss probability

0.73

1.21

-0.48

Calmar ratio

Return relative to maximum drawdown

-0.97

1.40

-2.37

Martin ratio

Return relative to average drawdown

-2.06

6.61

-8.67

Explore GHI risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Greystone Housing Impact Investors LP provided a 20.12% dividend yield over the last twelve months, with an annual payout of $0.99 per share.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.99$1.22$1.48$1.54$1.63$1.49$0.91$1.49$1.49$1.49$1.49$1.49

Dividend yield

20.12%17.71%14.44%9.22%9.43%7.78%7.18%6.49%8.90%8.26%9.26%9.88%

Monthly Dividends

The table displays the monthly dividend distributions for Greystone Housing Impact Investors LP. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.14$0.14
2025$0.00$0.00$0.37$0.00$0.00$0.30$0.00$0.00$0.30$0.00$0.00$0.25$1.22
2024$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.37$1.48
2023$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.44$1.54
2022$0.00$0.00$0.33$0.00$0.00$0.57$0.00$0.00$0.37$0.00$0.00$0.37$1.63
2021$0.00$0.00$0.27$0.00$0.00$0.33$0.00$0.00$0.33$0.00$0.00$0.57$1.49

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Greystone Housing Impact Investors LP. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Greystone Housing Impact Investors LP was 68.61%, occurring on Jan 2, 1991. Recovery took 2628 trading sessions.

The current Greystone Housing Impact Investors LP drawdown is 63.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.61%Oct 14, 19861067Jan 2, 19912628May 29, 20013695
-64.33%Jan 31, 2023791Mar 26, 2026
-53.88%Oct 1, 2019202Jul 20, 2020637Jan 30, 2023839
-42.66%Jun 28, 2007356Nov 21, 2008828Mar 8, 20121184
-23.71%Nov 5, 2013554Jan 19, 2016131Jul 26, 2016685

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Greystone Housing Impact Investors LP over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Greystone Housing Impact Investors LP is priced in the market compared to other companies in the Mortgage Finance industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for GHI relative to other companies in the Mortgage Finance industry. Currently, GHI has a P/S ratio of 1.4. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for GHI in comparison with other companies in the Mortgage Finance industry. Currently, GHI has a P/B value of 0.0. This P/B ratio is low compared to industry peers. It might indicate the stock is undervalued or that the company’s assets are not expected to generate strong returns.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items