Agree Realty Corp (ADC)
74.00
+0.07
(+0.09%)
USD |
NYSE |
Nov 04, 16:00
74.04
+0.04
(+0.05%)
Pre-Market: 20:00
Agree Realty Max Drawdown (5Y): 39.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 39.00% |
| September 30, 2024 | 39.00% |
| August 31, 2024 | 39.00% |
| July 31, 2024 | 39.00% |
| June 30, 2024 | 39.00% |
| May 31, 2024 | 39.00% |
| April 30, 2024 | 39.00% |
| March 31, 2024 | 39.00% |
| February 29, 2024 | 39.00% |
| January 31, 2024 | 39.00% |
| December 31, 2023 | 39.00% |
| November 30, 2023 | 39.00% |
| October 31, 2023 | 39.00% |
| September 30, 2023 | 39.00% |
| August 31, 2023 | 39.00% |
| July 31, 2023 | 39.00% |
| June 30, 2023 | 39.00% |
| May 31, 2023 | 39.00% |
| April 30, 2023 | 39.00% |
| March 31, 2023 | 39.00% |
| February 28, 2023 | 39.00% |
| January 31, 2023 | 39.00% |
| December 31, 2022 | 39.00% |
| November 30, 2022 | 39.00% |
| October 31, 2022 | 39.00% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.00% |
| August 31, 2022 | 39.00% |
| July 31, 2022 | 39.00% |
| June 30, 2022 | 39.00% |
| May 31, 2022 | 39.00% |
| April 30, 2022 | 39.00% |
| March 31, 2022 | 39.00% |
| February 28, 2022 | 39.00% |
| January 31, 2022 | 39.00% |
| December 31, 2021 | 39.00% |
| November 30, 2021 | 39.00% |
| October 31, 2021 | 39.00% |
| September 30, 2021 | 39.00% |
| August 31, 2021 | 39.00% |
| July 31, 2021 | 39.00% |
| June 30, 2021 | 39.00% |
| May 31, 2021 | 39.00% |
| April 30, 2021 | 39.00% |
| March 31, 2021 | 39.00% |
| February 28, 2021 | 39.00% |
| January 31, 2021 | 39.00% |
| December 31, 2020 | 39.00% |
| November 30, 2020 | 39.00% |
| October 31, 2020 | 39.00% |
| September 30, 2020 | 39.00% |
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
19.24%
Minimum
Nov 2019
39.00%
Maximum
Mar 2020
37.68%
Average
39.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Federal Realty Investment Trust | 56.51% |
| Kite Realty Group Trust | 68.71% |
| NNN REIT Inc | 54.99% |
| Regency Centers Corp | 57.06% |
| Simon Property Group Inc | 77.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.172 |
| Beta (5Y) | 0.6075 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.25% |
| Historical Sharpe Ratio (5Y) | 0.0316 |
| Historical Sortino (5Y) | 0.0403 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.32% |