CBRE Group Inc (CBRE)
86.32
-0.29
(-0.33%)
USD |
NYSE |
May 06, 16:00
86.23
-0.09
(-0.10%)
Pre-Market: 05:19
CBRE Group Max Drawdown (5Y): 53.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.57% |
March 31, 2024 | 53.57% |
February 29, 2024 | 53.57% |
January 31, 2024 | 53.57% |
December 31, 2023 | 53.57% |
November 30, 2023 | 53.57% |
October 31, 2023 | 53.57% |
September 30, 2023 | 53.57% |
August 31, 2023 | 53.57% |
July 31, 2023 | 53.57% |
June 30, 2023 | 53.57% |
May 31, 2023 | 53.57% |
April 30, 2023 | 53.57% |
March 31, 2023 | 53.57% |
February 28, 2023 | 53.57% |
January 31, 2023 | 53.57% |
December 31, 2022 | 53.57% |
November 30, 2022 | 53.57% |
October 31, 2022 | 53.57% |
September 30, 2022 | 53.57% |
August 31, 2022 | 53.57% |
July 31, 2022 | 53.57% |
June 30, 2022 | 53.57% |
May 31, 2022 | 53.57% |
April 30, 2022 | 53.57% |
Date | Value |
---|---|
March 31, 2022 | 53.57% |
February 28, 2022 | 53.57% |
January 31, 2022 | 53.57% |
December 31, 2021 | 53.57% |
November 30, 2021 | 53.57% |
October 31, 2021 | 53.57% |
September 30, 2021 | 53.57% |
August 31, 2021 | 53.57% |
July 31, 2021 | 53.57% |
June 30, 2021 | 53.57% |
May 31, 2021 | 53.57% |
April 30, 2021 | 53.57% |
March 31, 2021 | 53.57% |
February 28, 2021 | 53.57% |
January 31, 2021 | 53.57% |
December 31, 2020 | 53.57% |
November 30, 2020 | 53.57% |
October 31, 2020 | 53.57% |
September 30, 2020 | 53.57% |
August 31, 2020 | 53.57% |
July 31, 2020 | 53.57% |
June 30, 2020 | 53.57% |
May 31, 2020 | 53.57% |
April 30, 2020 | 53.57% |
March 31, 2020 | 53.57% |
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
40.08%
Minimum
May 2019
53.57%
Maximum
Mar 2020
51.32%
Average
53.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Equinix Inc | 41.77% |
Iron Mountain Inc | 37.87% |
Kimco Realty Corp | 69.40% |
Realty Income Corp | 48.28% |
Invitation Homes Inc | 50.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.242 |
Beta (5Y) | 1.437 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.18% |
Historical Sharpe Ratio (5Y) | 0.2492 |
Historical Sortino (5Y) | 0.3347 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.67% |