Universal Health Realty Income Trust (UHT)
37.34
+0.51
(+1.38%)
USD |
NYSE |
May 24, 16:00
37.29
-0.05
(-0.13%)
After-Hours: 20:00
Universal Health Realty Income Trust Max Drawdown (5Y): 69.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 69.01% |
March 31, 2024 | 66.19% |
February 29, 2024 | 65.39% |
January 31, 2024 | 65.39% |
December 31, 2023 | 65.39% |
November 30, 2023 | 65.39% |
October 31, 2023 | 65.39% |
September 30, 2023 | 64.12% |
August 31, 2023 | 64.12% |
July 31, 2023 | 64.12% |
June 30, 2023 | 64.12% |
May 31, 2023 | 64.12% |
April 30, 2023 | 64.12% |
March 31, 2023 | 64.12% |
February 28, 2023 | 64.12% |
January 31, 2023 | 64.12% |
December 31, 2022 | 64.12% |
November 30, 2022 | 64.12% |
October 31, 2022 | 64.12% |
September 30, 2022 | 64.12% |
August 31, 2022 | 59.62% |
July 31, 2022 | 59.62% |
June 30, 2022 | 59.62% |
May 31, 2022 | 59.62% |
April 30, 2022 | 58.54% |
Date | Value |
---|---|
March 31, 2022 | 58.54% |
February 28, 2022 | 58.54% |
January 31, 2022 | 58.54% |
December 31, 2021 | 58.54% |
November 30, 2021 | 58.54% |
October 31, 2021 | 58.54% |
September 30, 2021 | 58.54% |
August 31, 2021 | 58.54% |
July 31, 2021 | 58.54% |
June 30, 2021 | 58.54% |
May 31, 2021 | 58.54% |
April 30, 2021 | 58.54% |
March 31, 2021 | 58.54% |
February 28, 2021 | 58.54% |
January 31, 2021 | 58.54% |
December 31, 2020 | 58.54% |
November 30, 2020 | 58.54% |
October 31, 2020 | 57.83% |
September 30, 2020 | 57.83% |
August 31, 2020 | 56.10% |
July 31, 2020 | 56.10% |
June 30, 2020 | 56.10% |
May 31, 2020 | 56.10% |
April 30, 2020 | 56.10% |
March 31, 2020 | 56.10% |
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
33.12%
Minimum
May 2019
69.01%
Maximum
Apr 2024
56.19%
Average
58.54%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Arbor Realty Trust Inc | 72.73% |
CoStar Group Inc | 46.59% |
New Concept Energy Inc | 96.36% |
InnSuites Hospitality Trust | 91.17% |
Power REIT | 99.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.28 |
Beta (5Y) | 0.7615 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.02% |
Historical Sharpe Ratio (5Y) | -0.3651 |
Historical Sortino (5Y) | -0.5127 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.25% |