Hudson Pacific Properties Inc (HPP)
5.51
+0.07
(+1.29%)
USD |
NYSE |
May 03, 16:00
5.51
0.00 (0.00%)
After-Hours: 20:00
Hudson Pacific Properties Max Drawdown (5Y): 87.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 87.13% |
| March 31, 2024 | 87.13% |
| February 29, 2024 | 87.13% |
| January 31, 2024 | 87.13% |
| December 31, 2023 | 87.13% |
| November 30, 2023 | 87.13% |
| October 31, 2023 | 87.13% |
| September 30, 2023 | 87.13% |
| August 31, 2023 | 87.13% |
| July 31, 2023 | 87.13% |
| June 30, 2023 | 87.13% |
| May 31, 2023 | 87.13% |
| April 30, 2023 | 83.79% |
| March 31, 2023 | 82.89% |
| February 28, 2023 | 72.45% |
| January 31, 2023 | 72.45% |
| December 31, 2022 | 71.70% |
| November 30, 2022 | 70.54% |
| October 31, 2022 | 70.54% |
| September 30, 2022 | 68.52% |
| August 31, 2022 | 62.05% |
| July 31, 2022 | 59.96% |
| June 30, 2022 | 57.37% |
| May 31, 2022 | 56.09% |
| April 30, 2022 | 56.09% |
| Date | Value |
|---|---|
| March 31, 2022 | 56.09% |
| February 28, 2022 | 56.09% |
| January 31, 2022 | 56.09% |
| December 31, 2021 | 56.09% |
| November 30, 2021 | 56.09% |
| October 31, 2021 | 56.09% |
| September 30, 2021 | 56.09% |
| August 31, 2021 | 56.09% |
| July 31, 2021 | 56.09% |
| June 30, 2021 | 56.09% |
| May 31, 2021 | 56.09% |
| April 30, 2021 | 56.09% |
| March 31, 2021 | 56.09% |
| February 28, 2021 | 56.09% |
| January 31, 2021 | 56.09% |
| December 31, 2020 | 56.09% |
| November 30, 2020 | 56.09% |
| October 31, 2020 | 56.09% |
| September 30, 2020 | 56.09% |
| August 31, 2020 | 56.09% |
| July 31, 2020 | 56.09% |
| June 30, 2020 | 56.09% |
| May 31, 2020 | 56.09% |
| April 30, 2020 | 56.09% |
| March 31, 2020 | 56.09% |
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
31.28%
Minimum
May 2019
87.13%
Maximum
May 2023
60.75%
Average
56.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Brandywine Realty Trust | 73.09% |
| Medical Properties Trust Inc | 84.46% |
| Piedmont Office Realty Trust Inc | 73.98% |
| Alexandria Real Estate Equities Inc | 56.23% |
| Franklin Street Properties Corp | 83.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.32 |
| Beta (5Y) | 1.312 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.11% |
| Historical Sharpe Ratio (5Y) | -0.5507 |
| Historical Sortino (5Y) | -0.8892 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.46% |