Alexander's Inc (ALX)
209.79
-4.35
(-2.03%)
USD |
NYSE |
Mar 25, 16:00
210.79
+1.00
(+0.48%)
Pre-Market: 07:28
Alexander's Max Drawdown (5Y): 47.56% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Vornado Realty Trust | 79.02% |
| Franklin Street Properties Corp | 83.78% |
| Welltower Inc | 63.33% |
| Medical Properties Trust Inc | 84.46% |
| Regency Centers Corp | 57.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.27 |
| Beta (5Y) | 0.8359 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.75% |
| Historical Sharpe Ratio (5Y) | -0.0897 |
| Historical Sortino (5Y) | -0.1602 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.49% |