Agree Realty Corp (ADC)
77.09
+0.08
(+0.10%)
USD |
NYSE |
Nov 21, 16:00
77.51
+0.42
(+0.54%)
After-Hours: 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% |
Simon Property Group Inc | 77.02% |
Brixmor Property Group Inc | 66.60% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.171 |
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% |