Brandywine Realty Trust (BDN)
4.385
-0.12
(-2.77%)
USD |
NYSE |
Apr 25, 11:49
Brandywine Realty Trust Max Drawdown (5Y): 73.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2020 | 52.92% |
| August 31, 2020 | 52.92% |
| July 31, 2020 | 52.92% |
| June 30, 2020 | 52.92% |
| May 31, 2020 | 52.92% |
| April 30, 2020 | 52.92% |
| March 31, 2020 | 52.92% |
| February 29, 2020 | 30.61% |
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
Apr 2019
73.09%
Maximum
May 2023
53.35%
Average
52.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Hudson Pacific Properties Inc | 87.13% |
| SL Green Realty Corp | 75.56% |
| Alexandria Real Estate Equities Inc | 56.23% |
| Medical Properties Trust Inc | 84.46% |
| Piedmont Office Realty Trust Inc | 73.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.98 |
| Beta (5Y) | 1.274 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.69% |
| Historical Sharpe Ratio (5Y) | -0.4224 |
| Historical Sortino (5Y) | -0.5585 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.19% |