Alexander's Inc (ALX)
211.54
+1.01
(+0.48%)
USD |
NYSE |
Apr 22, 16:00
212.05
+0.51
(+0.24%)
Pre-Market: 20:00
Alexander's Max Drawdown (5Y): 47.56% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 47.56% |
| February 29, 2024 | 47.56% |
| January 31, 2024 | 47.56% |
| December 31, 2023 | 47.56% |
| November 30, 2023 | 47.56% |
| October 31, 2023 | 47.56% |
| September 30, 2023 | 47.56% |
| August 31, 2023 | 47.56% |
| July 31, 2023 | 47.56% |
| June 30, 2023 | 47.56% |
| May 31, 2023 | 47.56% |
| April 30, 2023 | 41.34% |
| March 31, 2023 | 39.93% |
| February 28, 2023 | 39.93% |
| January 31, 2023 | 39.93% |
| December 31, 2022 | 39.93% |
| November 30, 2022 | 39.93% |
| October 31, 2022 | 39.93% |
| September 30, 2022 | 39.93% |
| August 31, 2022 | 39.93% |
| July 31, 2022 | 39.93% |
| June 30, 2022 | 39.93% |
| May 31, 2022 | 39.93% |
| April 30, 2022 | 39.93% |
| March 31, 2022 | 39.93% |
| Date | Value |
|---|---|
| February 28, 2022 | 39.93% |
| January 31, 2022 | 39.93% |
| December 31, 2021 | 39.93% |
| November 30, 2021 | 39.93% |
| October 31, 2021 | 39.93% |
| September 30, 2021 | 39.93% |
| August 31, 2021 | 39.93% |
| July 31, 2021 | 39.93% |
| June 30, 2021 | 39.93% |
| May 31, 2021 | 39.93% |
| April 30, 2021 | 39.93% |
| March 31, 2021 | 39.93% |
| February 28, 2021 | 39.93% |
| January 31, 2021 | 39.93% |
| December 31, 2020 | 39.93% |
| November 30, 2020 | 39.93% |
| October 31, 2020 | 39.93% |
| September 30, 2020 | 39.93% |
| August 31, 2020 | 39.93% |
| July 31, 2020 | 39.93% |
| June 30, 2020 | 39.93% |
| May 31, 2020 | 39.93% |
| April 30, 2020 | 38.23% |
| March 31, 2020 | 38.23% |
| February 29, 2020 | 27.56% |
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
27.56%
Minimum
Apr 2019
47.56%
Maximum
May 2023
39.03%
Average
39.93%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Franklin Street Properties Corp | 83.78% |
| Service Properties Trust | 83.90% |
| Host Hotels & Resorts Inc | 55.10% |
| Sotherly Hotels Inc | 81.35% |
| J. W. Mays Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.02 |
| Beta (5Y) | 0.7772 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.16% |
| Historical Sharpe Ratio (5Y) | -0.2245 |
| Historical Sortino (5Y) | -0.3938 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.71% |