Medical Properties Trust Inc (MPW)
4.745
-0.04
(-0.73%)
USD |
NYSE |
Apr 30, 13:31
Medical Properties Trust Max Drawdown (5Y): 84.46% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 84.46% |
| February 29, 2024 | 84.46% |
| January 31, 2024 | 84.46% |
| December 31, 2023 | 80.00% |
| November 30, 2023 | 80.00% |
| October 31, 2023 | 78.13% |
| September 30, 2023 | 75.34% |
| August 31, 2023 | 67.57% |
| July 31, 2023 | 66.30% |
| June 30, 2023 | 66.30% |
| May 31, 2023 | 66.30% |
| April 30, 2023 | 66.25% |
| March 31, 2023 | 66.25% |
| February 28, 2023 | 55.63% |
| January 31, 2023 | 55.63% |
| December 31, 2022 | 55.63% |
| November 30, 2022 | 55.63% |
| October 31, 2022 | 55.63% |
| September 30, 2022 | 49.94% |
| August 31, 2022 | 45.39% |
| July 31, 2022 | 45.39% |
| June 30, 2022 | 45.39% |
| May 31, 2022 | 45.39% |
| April 30, 2022 | 45.39% |
| March 31, 2022 | 45.39% |
| Date | Value |
|---|---|
| February 28, 2022 | 45.39% |
| January 31, 2022 | 45.39% |
| December 31, 2021 | 45.39% |
| November 30, 2021 | 45.39% |
| October 31, 2021 | 45.39% |
| September 30, 2021 | 45.39% |
| August 31, 2021 | 45.39% |
| July 31, 2021 | 45.39% |
| June 30, 2021 | 45.39% |
| May 31, 2021 | 45.39% |
| April 30, 2021 | 45.39% |
| March 31, 2021 | 45.39% |
| February 28, 2021 | 45.39% |
| January 31, 2021 | 45.39% |
| December 31, 2020 | 45.39% |
| November 30, 2020 | 45.39% |
| October 31, 2020 | 45.39% |
| September 30, 2020 | 45.39% |
| August 31, 2020 | 45.39% |
| July 31, 2020 | 45.39% |
| June 30, 2020 | 45.39% |
| May 31, 2020 | 45.39% |
| April 30, 2020 | 45.39% |
| March 31, 2020 | 45.39% |
| February 29, 2020 | 32.35% |
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
32.35%
Minimum
Apr 2019
84.46%
Maximum
Jan 2024
50.19%
Average
45.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alexandria Real Estate Equities Inc | 56.23% |
| Boston Properties Inc | 63.62% |
| Hudson Pacific Properties Inc | 87.13% |
| Host Hotels & Resorts Inc | 55.10% |
| Regency Centers Corp | 57.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.24 |
| Beta (5Y) | 1.205 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.80% |
| Historical Sharpe Ratio (5Y) | -0.4792 |
| Historical Sortino (5Y) | -0.5904 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.16% |