Alexander & Baldwin Inc (ALEX)
16.45
-0.03
(-0.18%)
USD |
NYSE |
May 03, 16:00
16.44
0.00 (0.00%)
After-Hours: 20:00
Alexander & Baldwin Max Drawdown (5Y): 69.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 69.64% |
March 31, 2024 | 69.64% |
February 29, 2024 | 69.64% |
January 31, 2024 | 69.64% |
December 31, 2023 | 69.64% |
November 30, 2023 | 69.64% |
October 31, 2023 | 69.64% |
September 30, 2023 | 69.64% |
August 31, 2023 | 69.64% |
July 31, 2023 | 69.64% |
June 30, 2023 | 69.64% |
May 31, 2023 | 69.64% |
April 30, 2023 | 69.64% |
March 31, 2023 | 69.64% |
February 28, 2023 | 69.64% |
January 31, 2023 | 69.64% |
December 31, 2022 | 69.64% |
November 30, 2022 | 69.64% |
October 31, 2022 | 69.64% |
September 30, 2022 | 69.64% |
August 31, 2022 | 69.64% |
July 31, 2022 | 69.64% |
June 30, 2022 | 69.64% |
May 31, 2022 | 69.64% |
April 30, 2022 | 69.64% |
Date | Value |
---|---|
March 31, 2022 | 69.64% |
February 28, 2022 | 69.64% |
January 31, 2022 | 69.64% |
December 31, 2021 | 69.64% |
November 30, 2021 | 69.64% |
October 31, 2021 | 69.64% |
September 30, 2021 | 69.64% |
August 31, 2021 | 69.64% |
July 31, 2021 | 69.64% |
June 30, 2021 | 69.64% |
May 31, 2021 | 69.64% |
April 30, 2021 | 69.64% |
March 31, 2021 | 69.64% |
February 28, 2021 | 69.64% |
January 31, 2021 | 69.64% |
December 31, 2020 | 69.64% |
November 30, 2020 | 69.64% |
October 31, 2020 | 69.64% |
September 30, 2020 | 69.64% |
August 31, 2020 | 69.64% |
July 31, 2020 | 69.64% |
June 30, 2020 | 69.64% |
May 31, 2020 | 69.64% |
April 30, 2020 | 69.64% |
March 31, 2020 | 69.64% |
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
41.05%
Minimum
May 2019
69.64%
Maximum
Mar 2020
64.88%
Average
69.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Xenia Hotels & Resorts Inc | 71.06% |
FRP Holdings Inc | 53.97% |
Comstock Inc | 98.91% |
Alset Inc | -- |
Safe & Green Development Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.07 |
Beta (5Y) | 1.212 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.88% |
Historical Sharpe Ratio (5Y) | -0.1552 |
Historical Sortino (5Y) | -0.1892 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.98% |