SITE Centers Corp (SITC)
13.97
+0.11
(+0.79%)
USD |
NYSE |
May 03, 16:00
13.97
0.00 (0.00%)
Pre-Market: 20:00
SITE Centers Max Drawdown (5Y): 82.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.50% |
March 31, 2024 | 82.50% |
February 29, 2024 | 82.50% |
January 31, 2024 | 82.50% |
December 31, 2023 | 82.50% |
November 30, 2023 | 82.50% |
October 31, 2023 | 82.50% |
September 30, 2023 | 82.50% |
August 31, 2023 | 82.50% |
July 31, 2023 | 82.50% |
June 30, 2023 | 82.50% |
May 31, 2023 | 82.50% |
April 30, 2023 | 82.50% |
March 31, 2023 | 82.50% |
February 28, 2023 | 82.50% |
January 31, 2023 | 82.50% |
December 31, 2022 | 82.50% |
November 30, 2022 | 82.50% |
October 31, 2022 | 82.50% |
September 30, 2022 | 82.50% |
August 31, 2022 | 82.50% |
July 31, 2022 | 82.50% |
June 30, 2022 | 82.50% |
May 31, 2022 | 82.50% |
April 30, 2022 | 82.50% |
Date | Value |
---|---|
March 31, 2022 | 82.50% |
February 28, 2022 | 82.50% |
January 31, 2022 | 82.50% |
December 31, 2021 | 82.50% |
November 30, 2021 | 82.50% |
October 31, 2021 | 82.50% |
September 30, 2021 | 82.50% |
August 31, 2021 | 82.50% |
July 31, 2021 | 82.50% |
June 30, 2021 | 82.50% |
May 31, 2021 | 82.50% |
April 30, 2021 | 82.50% |
March 31, 2021 | 82.50% |
February 28, 2021 | 82.50% |
January 31, 2021 | 82.50% |
December 31, 2020 | 82.50% |
November 30, 2020 | 82.50% |
October 31, 2020 | 82.50% |
September 30, 2020 | 82.50% |
August 31, 2020 | 82.50% |
July 31, 2020 | 82.50% |
June 30, 2020 | 82.50% |
May 31, 2020 | 82.50% |
April 30, 2020 | 82.50% |
March 31, 2020 | 80.75% |
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
60.79%
Minimum
May 2019
82.50%
Maximum
Apr 2020
78.85%
Average
82.50%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Agree Realty Corp | 39.00% |
Federal Realty Investment Trust | 56.51% |
Franklin Street Properties Corp | 83.78% |
Service Properties Trust | 83.90% |
J. W. Mays Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.51 |
Beta (5Y) | 1.605 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.34% |
Historical Sharpe Ratio (5Y) | 0.0512 |
Historical Sortino (5Y) | 0.0658 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.10% |