First Industrial Realty Trust Inc (FR)
47.25
+0.58
(+1.24%)
USD |
NYSE |
May 03, 16:00
47.27
+0.02
(+0.04%)
After-Hours: 20:00
First Industrial Realty Trust Max Drawdown (5Y): 41.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.12% |
March 31, 2024 | 41.12% |
February 29, 2024 | 41.12% |
January 31, 2024 | 41.12% |
December 31, 2023 | 41.12% |
November 30, 2023 | 41.12% |
October 31, 2023 | 41.12% |
September 30, 2023 | 41.12% |
August 31, 2023 | 41.12% |
July 31, 2023 | 41.12% |
June 30, 2023 | 41.12% |
May 31, 2023 | 41.12% |
April 30, 2023 | 41.12% |
March 31, 2023 | 41.12% |
February 28, 2023 | 41.12% |
January 31, 2023 | 41.12% |
December 31, 2022 | 41.12% |
November 30, 2022 | 41.12% |
October 31, 2022 | 41.12% |
September 30, 2022 | 41.12% |
August 31, 2022 | 41.12% |
July 31, 2022 | 41.12% |
June 30, 2022 | 41.12% |
May 31, 2022 | 41.12% |
April 30, 2022 | 41.12% |
Date | Value |
---|---|
March 31, 2022 | 41.12% |
February 28, 2022 | 41.12% |
January 31, 2022 | 41.12% |
December 31, 2021 | 41.12% |
November 30, 2021 | 41.12% |
October 31, 2021 | 41.12% |
September 30, 2021 | 41.12% |
August 31, 2021 | 41.12% |
July 31, 2021 | 41.12% |
June 30, 2021 | 41.12% |
May 31, 2021 | 41.12% |
April 30, 2021 | 41.12% |
March 31, 2021 | 41.12% |
February 28, 2021 | 41.12% |
January 31, 2021 | 41.12% |
December 31, 2020 | 41.12% |
November 30, 2020 | 41.12% |
October 31, 2020 | 41.12% |
September 30, 2020 | 41.12% |
August 31, 2020 | 41.12% |
July 31, 2020 | 41.12% |
June 30, 2020 | 41.12% |
May 31, 2020 | 41.12% |
April 30, 2020 | 41.12% |
March 31, 2020 | 41.12% |
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
17.94%
Minimum
May 2019
41.12%
Maximum
Mar 2020
37.26%
Average
41.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Brandywine Realty Trust | 73.09% |
Macerich Co | 92.92% |
NNN REIT Inc | 54.99% |
Omega Healthcare Investors Inc | 66.92% |
SL Green Realty Corp | 75.56% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.989 |
Beta (5Y) | 1.048 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.77% |
Historical Sharpe Ratio (5Y) | 0.2124 |
Historical Sortino (5Y) | 0.2574 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.82% |