Brixmor Property Group Inc (BRX)
22.19
-0.23
(-1.03%)
USD |
NYSE |
May 03, 16:00
22.03
-0.16
(-0.72%)
Pre-Market: 20:00
Brixmor Property Group Max Drawdown (5Y): 66.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.60% |
March 31, 2024 | 66.60% |
February 29, 2024 | 66.60% |
January 31, 2024 | 66.60% |
December 31, 2023 | 66.60% |
November 30, 2023 | 66.60% |
October 31, 2023 | 66.60% |
September 30, 2023 | 66.60% |
August 31, 2023 | 66.60% |
July 31, 2023 | 66.60% |
June 30, 2023 | 66.60% |
May 31, 2023 | 66.60% |
April 30, 2023 | 66.60% |
March 31, 2023 | 66.60% |
February 28, 2023 | 66.60% |
January 31, 2023 | 66.60% |
December 31, 2022 | 66.60% |
November 30, 2022 | 66.60% |
October 31, 2022 | 66.60% |
September 30, 2022 | 66.60% |
August 31, 2022 | 66.60% |
July 31, 2022 | 66.60% |
June 30, 2022 | 66.60% |
May 31, 2022 | 66.60% |
April 30, 2022 | 66.60% |
Date | Value |
---|---|
March 31, 2022 | 66.60% |
February 28, 2022 | 66.60% |
January 31, 2022 | 66.60% |
December 31, 2021 | 66.60% |
November 30, 2021 | 66.60% |
October 31, 2021 | 66.60% |
September 30, 2021 | 66.60% |
August 31, 2021 | 66.60% |
July 31, 2021 | 66.60% |
June 30, 2021 | 66.60% |
May 31, 2021 | 66.60% |
April 30, 2021 | 66.60% |
March 31, 2021 | 66.60% |
February 28, 2021 | 66.60% |
January 31, 2021 | 66.60% |
December 31, 2020 | 66.60% |
November 30, 2020 | 66.60% |
October 31, 2020 | 66.60% |
September 30, 2020 | 66.60% |
August 31, 2020 | 66.60% |
July 31, 2020 | 66.60% |
June 30, 2020 | 66.60% |
May 31, 2020 | 66.60% |
April 30, 2020 | 66.60% |
March 31, 2020 | 63.51% |
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
47.08%
Minimum
May 2019
66.60%
Maximum
Apr 2020
63.30%
Average
66.60%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Federal Realty Investment Trust | 56.51% |
Welltower Inc | 63.33% |
Host Hotels & Resorts Inc | 55.10% |
Vornado Realty Trust | 79.02% |
Hudson Pacific Properties Inc | 87.13% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.905 |
Beta (5Y) | 1.546 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.75% |
Historical Sharpe Ratio (5Y) | 0.1843 |
Historical Sortino (5Y) | 0.2231 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.24% |