LXP Industrial Trust (LXP)
8.72
+0.12
(+1.40%)
USD |
NYSE |
May 03, 16:00
8.72
0.00 (0.00%)
After-Hours: 20:00
LXP Industrial Trust Max Drawdown (5Y): 47.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 47.19% |
| March 31, 2024 | 47.19% |
| February 29, 2024 | 47.19% |
| January 31, 2024 | 47.19% |
| December 31, 2023 | 47.19% |
| November 30, 2023 | 47.19% |
| October 31, 2023 | 47.19% |
| September 30, 2023 | 44.29% |
| August 31, 2023 | 44.29% |
| July 31, 2023 | 44.29% |
| June 30, 2023 | 44.29% |
| May 31, 2023 | 44.29% |
| April 30, 2023 | 44.29% |
| March 31, 2023 | 44.29% |
| February 28, 2023 | 44.29% |
| January 31, 2023 | 44.29% |
| December 31, 2022 | 44.29% |
| November 30, 2022 | 44.29% |
| October 31, 2022 | 44.29% |
| September 30, 2022 | 44.29% |
| August 31, 2022 | 37.21% |
| July 31, 2022 | 37.21% |
| June 30, 2022 | 37.21% |
| May 31, 2022 | 30.96% |
| April 30, 2022 | 30.89% |
| Date | Value |
|---|---|
| March 31, 2022 | 30.89% |
| February 28, 2022 | 30.89% |
| January 31, 2022 | 30.89% |
| December 31, 2021 | 30.89% |
| November 30, 2021 | 30.89% |
| October 31, 2021 | 30.89% |
| September 30, 2021 | 30.89% |
| August 31, 2021 | 30.89% |
| July 31, 2021 | 30.89% |
| June 30, 2021 | 30.89% |
| May 31, 2021 | 30.89% |
| April 30, 2021 | 30.89% |
| March 31, 2021 | 30.89% |
| February 28, 2021 | 30.89% |
| January 31, 2021 | 30.89% |
| December 31, 2020 | 30.89% |
| November 30, 2020 | 41.82% |
| October 31, 2020 | 41.82% |
| September 30, 2020 | 41.82% |
| August 31, 2020 | 41.82% |
| July 31, 2020 | 41.82% |
| June 30, 2020 | 41.82% |
| May 31, 2020 | 41.82% |
| April 30, 2020 | 41.82% |
| March 31, 2020 | 41.82% |
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
30.89%
Minimum
Dec 2020
47.19%
Maximum
Oct 2023
39.47%
Average
41.82%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Ventas Inc | 76.93% |
| CoStar Group Inc | 46.59% |
| New Concept Energy Inc | 96.36% |
| InnSuites Hospitality Trust | 91.17% |
| Power REIT | 99.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.459 |
| Beta (5Y) | 0.8183 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.24% |
| Historical Sharpe Ratio (5Y) | 0.0251 |
| Historical Sortino (5Y) | 0.0378 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.40% |