EPR Properties (EPR)
41.70
+0.03
(+0.07%)
USD |
NYSE |
May 07, 15:32
EPR Properties Max Drawdown (5Y): 82.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.01% |
March 31, 2024 | 82.01% |
February 29, 2024 | 82.01% |
January 31, 2024 | 82.01% |
December 31, 2023 | 82.01% |
November 30, 2023 | 82.01% |
October 31, 2023 | 82.01% |
September 30, 2023 | 82.01% |
August 31, 2023 | 82.01% |
July 31, 2023 | 82.01% |
June 30, 2023 | 82.01% |
May 31, 2023 | 82.01% |
April 30, 2023 | 82.01% |
March 31, 2023 | 82.01% |
February 28, 2023 | 82.01% |
January 31, 2023 | 82.01% |
December 31, 2022 | 82.01% |
November 30, 2022 | 82.01% |
October 31, 2022 | 82.01% |
September 30, 2022 | 82.01% |
August 31, 2022 | 82.01% |
July 31, 2022 | 82.01% |
June 30, 2022 | 82.01% |
May 31, 2022 | 82.01% |
April 30, 2022 | 82.01% |
Date | Value |
---|---|
March 31, 2022 | 82.01% |
February 28, 2022 | 82.01% |
January 31, 2022 | 82.01% |
December 31, 2021 | 82.01% |
November 30, 2021 | 82.01% |
October 31, 2021 | 82.01% |
September 30, 2021 | 82.01% |
August 31, 2021 | 82.01% |
July 31, 2021 | 82.01% |
June 30, 2021 | 82.01% |
May 31, 2021 | 82.01% |
April 30, 2021 | 82.01% |
March 31, 2021 | 82.01% |
February 28, 2021 | 82.01% |
January 31, 2021 | 82.01% |
December 31, 2020 | 82.01% |
November 30, 2020 | 82.01% |
October 31, 2020 | 82.01% |
September 30, 2020 | 82.01% |
August 31, 2020 | 82.01% |
July 31, 2020 | 82.01% |
June 30, 2020 | 82.01% |
May 31, 2020 | 82.01% |
April 30, 2020 | 82.01% |
March 31, 2020 | 82.01% |
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
31.01%
Minimum
May 2019
82.01%
Maximum
Mar 2020
73.51%
Average
82.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Agree Realty Corp | 39.00% |
First Industrial Realty Trust Inc | 41.12% |
Welltower Inc | 63.33% |
Whitestone REIT | 63.61% |
Franklin Street Properties Corp | 83.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.63 |
Beta (5Y) | 1.639 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.25% |
Historical Sharpe Ratio (5Y) | -0.1792 |
Historical Sortino (5Y) | -0.2172 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.34% |