Public Storage (PSA)
260.15
+0.70
(+0.27%)
USD |
NYSE |
May 01, 16:00
260.16
+0.01
(+0.00%)
After-Hours: 20:00
Public Storage Max Drawdown (5Y): 37.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.94% |
March 31, 2024 | 37.94% |
February 29, 2024 | 37.94% |
January 31, 2024 | 37.94% |
December 31, 2023 | 37.94% |
November 30, 2023 | 37.94% |
October 31, 2023 | 37.94% |
September 30, 2023 | 37.66% |
August 31, 2023 | 37.66% |
July 31, 2023 | 37.66% |
June 30, 2023 | 37.66% |
May 31, 2023 | 37.66% |
April 30, 2023 | 37.66% |
March 31, 2023 | 37.66% |
February 28, 2023 | 37.66% |
January 31, 2023 | 37.66% |
December 31, 2022 | 37.66% |
November 30, 2022 | 37.66% |
October 31, 2022 | 37.66% |
September 30, 2022 | 37.66% |
August 31, 2022 | 37.66% |
July 31, 2022 | 37.66% |
June 30, 2022 | 37.66% |
May 31, 2022 | 37.66% |
April 30, 2022 | 37.66% |
Date | Value |
---|---|
March 31, 2022 | 37.66% |
February 28, 2022 | 37.66% |
January 31, 2022 | 37.66% |
December 31, 2021 | 37.66% |
November 30, 2021 | 37.66% |
October 31, 2021 | 37.66% |
September 30, 2021 | 37.66% |
August 31, 2021 | 37.66% |
July 31, 2021 | 37.66% |
June 30, 2021 | 37.66% |
May 31, 2021 | 37.66% |
April 30, 2021 | 37.66% |
March 31, 2021 | 37.66% |
February 28, 2021 | 37.66% |
January 31, 2021 | 37.66% |
December 31, 2020 | 37.66% |
November 30, 2020 | 37.66% |
October 31, 2020 | 37.66% |
September 30, 2020 | 37.66% |
August 31, 2020 | 37.66% |
July 31, 2020 | 37.66% |
June 30, 2020 | 37.66% |
May 31, 2020 | 37.66% |
April 30, 2020 | 37.66% |
March 31, 2020 | 37.66% |
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
30.45%
Minimum
May 2019
37.94%
Maximum
Oct 2023
36.49%
Average
37.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CoStar Group Inc | 46.59% |
Welltower Inc | 63.33% |
Host Hotels & Resorts Inc | 55.10% |
Regency Centers Corp | 57.06% |
Ventas Inc | 76.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.8123 |
Beta (5Y) | 0.5731 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.74% |
Historical Sharpe Ratio (5Y) | 0.2253 |
Historical Sortino (5Y) | 0.326 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.40% |