Macerich Co (MAC)
15.67
+0.29
(+1.89%)
USD |
NYSE |
Apr 26, 16:00
15.68
0.00 (0.00%)
After-Hours: 20:00
Macerich Max Drawdown (5Y): 92.92% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 92.92% |
February 29, 2024 | 92.92% |
January 31, 2024 | 92.92% |
December 31, 2023 | 92.92% |
November 30, 2023 | 92.92% |
October 31, 2023 | 92.92% |
September 30, 2023 | 92.92% |
August 31, 2023 | 92.92% |
July 31, 2023 | 92.92% |
June 30, 2023 | 92.92% |
May 31, 2023 | 92.92% |
April 30, 2023 | 92.92% |
March 31, 2023 | 92.92% |
February 28, 2023 | 92.92% |
January 31, 2023 | 92.92% |
December 31, 2022 | 92.92% |
November 30, 2022 | 92.92% |
October 31, 2022 | 92.92% |
September 30, 2022 | 92.92% |
August 31, 2022 | 92.92% |
July 31, 2022 | 92.92% |
June 30, 2022 | 92.92% |
May 31, 2022 | 92.92% |
April 30, 2022 | 92.92% |
March 31, 2022 | 92.92% |
Date | Value |
---|---|
February 28, 2022 | 92.92% |
January 31, 2022 | 92.92% |
December 31, 2021 | 92.92% |
November 30, 2021 | 92.92% |
October 31, 2021 | 92.92% |
September 30, 2021 | 92.92% |
August 31, 2021 | 92.92% |
July 31, 2021 | 92.92% |
June 30, 2021 | 92.92% |
May 31, 2021 | 92.92% |
April 30, 2021 | 92.92% |
March 31, 2021 | 92.92% |
February 28, 2021 | 92.92% |
January 31, 2021 | 92.92% |
December 31, 2020 | 92.92% |
November 30, 2020 | 92.92% |
October 31, 2020 | 92.92% |
September 30, 2020 | 92.92% |
August 31, 2020 | 92.92% |
July 31, 2020 | 92.92% |
June 30, 2020 | 92.92% |
May 31, 2020 | 92.92% |
April 30, 2020 | 92.92% |
March 31, 2020 | 92.06% |
February 29, 2020 | 71.20% |
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
48.84%
Minimum
Apr 2019
92.92%
Maximum
Apr 2020
87.17%
Average
92.92%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Omega Healthcare Investors Inc | 66.92% |
First Industrial Realty Trust Inc | 41.12% |
Federal Realty Investment Trust | 56.51% |
NNN REIT Inc | 54.99% |
Tanger Inc | 87.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -43.97 |
Beta (5Y) | 2.345 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.63% |
Historical Sharpe Ratio (5Y) | -0.2035 |
Historical Sortino (5Y) | -0.3254 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.08% |