Saul Centers Inc (BFS)
35.98
-1.14
(-3.07%)
USD |
NYSE |
May 03, 16:00
35.90
-0.08
(-0.22%)
After-Hours: 20:00
Saul Centers Max Drawdown (5Y): 58.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 58.89% |
| March 31, 2024 | 58.89% |
| February 29, 2024 | 58.89% |
| January 31, 2024 | 58.89% |
| December 31, 2023 | 58.89% |
| November 30, 2023 | 58.89% |
| October 31, 2023 | 58.89% |
| September 30, 2023 | 58.89% |
| August 31, 2023 | 58.89% |
| July 31, 2023 | 58.89% |
| June 30, 2023 | 58.89% |
| May 31, 2023 | 58.89% |
| April 30, 2023 | 58.89% |
| March 31, 2023 | 58.89% |
| February 28, 2023 | 58.89% |
| January 31, 2023 | 58.89% |
| December 31, 2022 | 58.89% |
| November 30, 2022 | 58.89% |
| October 31, 2022 | 58.89% |
| September 30, 2022 | 58.89% |
| August 31, 2022 | 58.89% |
| July 31, 2022 | 58.89% |
| June 30, 2022 | 58.89% |
| May 31, 2022 | 58.89% |
| April 30, 2022 | 58.89% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.89% |
| February 28, 2022 | 58.89% |
| January 31, 2022 | 58.89% |
| December 31, 2021 | 58.89% |
| November 30, 2021 | 58.89% |
| October 31, 2021 | 58.89% |
| September 30, 2021 | 58.89% |
| August 31, 2021 | 58.89% |
| July 31, 2021 | 58.89% |
| June 30, 2021 | 58.89% |
| May 31, 2021 | 58.89% |
| April 30, 2021 | 58.89% |
| March 31, 2021 | 58.89% |
| February 28, 2021 | 58.89% |
| January 31, 2021 | 58.89% |
| December 31, 2020 | 58.89% |
| November 30, 2020 | 58.89% |
| October 31, 2020 | 58.89% |
| September 30, 2020 | 58.89% |
| August 31, 2020 | 57.64% |
| July 31, 2020 | 57.64% |
| June 30, 2020 | 57.64% |
| May 31, 2020 | 57.64% |
| April 30, 2020 | 57.64% |
| March 31, 2020 | 57.64% |
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
28.06%
Minimum
May 2019
58.89%
Maximum
Sep 2020
53.64%
Average
58.89%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Simon Property Group Inc | 77.02% |
| Franklin Street Properties Corp | 83.78% |
| Service Properties Trust | 83.90% |
| Host Hotels & Resorts Inc | 55.10% |
| J. W. Mays Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.10 |
| Beta (5Y) | 1.079 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.75% |
| Historical Sharpe Ratio (5Y) | -0.1207 |
| Historical Sortino (5Y) | -0.1711 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.11% |