Paramount Group Inc (PGRE)
4.81
+0.01
(+0.21%)
USD |
NYSE |
May 03, 16:00
4.805
0.00 (0.00%)
After-Hours: 20:00
Paramount Group Max Drawdown (5Y): 70.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 70.16% |
March 31, 2024 | 70.16% |
February 29, 2024 | 70.16% |
January 31, 2024 | 70.16% |
December 31, 2023 | 70.16% |
November 30, 2023 | 70.16% |
October 31, 2023 | 70.16% |
September 30, 2023 | 70.16% |
August 31, 2023 | 70.16% |
July 31, 2023 | 70.16% |
June 30, 2023 | 70.16% |
May 31, 2023 | 70.16% |
April 30, 2023 | 70.16% |
March 31, 2023 | 70.16% |
February 28, 2023 | 64.40% |
January 31, 2023 | 64.40% |
December 31, 2022 | 64.40% |
November 30, 2022 | 64.40% |
October 31, 2022 | 64.40% |
September 30, 2022 | 64.40% |
August 31, 2022 | 64.40% |
July 31, 2022 | 64.40% |
June 30, 2022 | 64.40% |
May 31, 2022 | 64.40% |
April 30, 2022 | 64.40% |
Date | Value |
---|---|
March 31, 2022 | 64.40% |
February 28, 2022 | 64.40% |
January 31, 2022 | 64.40% |
December 31, 2021 | 64.40% |
November 30, 2021 | 64.40% |
October 31, 2021 | 64.40% |
September 30, 2021 | 64.40% |
August 31, 2021 | 64.40% |
July 31, 2021 | 64.40% |
June 30, 2021 | 64.40% |
May 31, 2021 | 64.40% |
April 30, 2021 | 64.40% |
March 31, 2021 | 64.40% |
February 28, 2021 | 64.40% |
January 31, 2021 | 64.40% |
December 31, 2020 | 64.40% |
November 30, 2020 | 64.40% |
October 31, 2020 | 64.40% |
September 30, 2020 | 60.06% |
August 31, 2020 | 60.06% |
July 31, 2020 | 60.06% |
June 30, 2020 | 60.06% |
May 31, 2020 | 60.06% |
April 30, 2020 | 60.06% |
March 31, 2020 | 60.06% |
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
31.77%
Minimum
May 2019
70.16%
Maximum
Mar 2023
59.80%
Average
64.40%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.77 |
Beta (5Y) | 1.203 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.62% |
Historical Sharpe Ratio (5Y) | -0.4768 |
Historical Sortino (5Y) | -0.7223 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.66% |