Brandywine Realty Trust (BDN)
5.695
-0.06
(-0.96%)
USD |
NYSE |
Dec 10, 11:44
Brandywine Realty Trust Max Drawdown (5Y): 73.09% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 73.09% |
| October 31, 2024 | 73.09% |
| September 30, 2024 | 73.09% |
| August 31, 2024 | 73.09% |
| July 31, 2024 | 73.09% |
| June 30, 2024 | 73.09% |
| May 31, 2024 | 73.09% |
| April 30, 2024 | 73.09% |
| March 31, 2024 | 73.09% |
| February 29, 2024 | 73.09% |
| January 31, 2024 | 73.09% |
| December 31, 2023 | 73.09% |
| November 30, 2023 | 73.09% |
| October 31, 2023 | 73.09% |
| September 30, 2023 | 73.09% |
| August 31, 2023 | 73.09% |
| July 31, 2023 | 73.09% |
| June 30, 2023 | 73.09% |
| May 31, 2023 | 73.09% |
| April 30, 2023 | 70.44% |
| March 31, 2023 | 69.15% |
| February 28, 2023 | 56.22% |
| January 31, 2023 | 56.22% |
| December 31, 2022 | 56.22% |
| November 30, 2022 | 55.86% |
| Date | Value |
|---|---|
| October 31, 2022 | 55.86% |
| September 30, 2022 | 52.92% |
| August 31, 2022 | 52.92% |
| July 31, 2022 | 52.92% |
| June 30, 2022 | 52.92% |
| May 31, 2022 | 52.92% |
| April 30, 2022 | 52.92% |
| March 31, 2022 | 52.92% |
| February 28, 2022 | 52.92% |
| January 31, 2022 | 52.92% |
| December 31, 2021 | 52.92% |
| November 30, 2021 | 52.92% |
| October 31, 2021 | 52.92% |
| September 30, 2021 | 52.92% |
| August 31, 2021 | 52.92% |
| July 31, 2021 | 52.92% |
| June 30, 2021 | 52.92% |
| May 31, 2021 | 52.92% |
| April 30, 2021 | 52.92% |
| March 31, 2021 | 52.92% |
| February 28, 2021 | 52.92% |
| January 31, 2021 | 52.92% |
| December 31, 2020 | 52.92% |
| November 30, 2020 | 52.92% |
| October 31, 2020 | 52.92% |
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
30.61%
Minimum
Dec 2019
73.09%
Maximum
May 2023
59.02%
Average
52.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Piedmont Office Realty Trust Inc | 73.98% |
| Hudson Pacific Properties Inc | 90.05% |
| Franklin Street Properties Corp | 83.78% |
| Welltower Inc | 63.33% |
| Creative Media & Community Trust | 98.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.68 |
| Beta (5Y) | 1.355 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.21% |
| Historical Sharpe Ratio (5Y) | -0.3129 |
| Historical Sortino (5Y) | -0.4312 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.37% |