Brandywine Realty Trust (BDN)
5.54
+0.15
(+2.78%)
USD |
NYSE |
Nov 21, 16:00
5.62
+0.08
(+1.44%)
Pre-Market: 20:00
Brandywine Realty Trust Max Drawdown (5Y): 73.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| October 31, 2022 | 55.86% |
| Date | Value |
|---|---|
| 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% |
| September 30, 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
Nov 2019
73.09%
Maximum
May 2023
58.31%
Average
52.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alexandria Real Estate Equities Inc | 56.23% |
| BXP Inc | 63.62% |
| Douglas Emmett Inc | 74.02% |
| Franklin Street Properties Corp | 83.78% |
| Creative Media & Community Trust | 96.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.42 |
| Beta (5Y) | 1.339 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.96% |
| Historical Sharpe Ratio (5Y) | -0.3537 |
| Historical Sortino (5Y) | -0.481 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.19% |