Brixmor Property Group Inc (BRX)
21.77
+0.01
(+0.05%)
USD |
NYSE |
Apr 25, 16:00
21.76
0.00 (0.00%)
Pre-Market: 20:00
Brixmor Property Group Max Drawdown (5Y): 66.60% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 66.60% |
| February 29, 2024 | 66.60% |
| January 31, 2024 | 66.60% |
| December 31, 2023 | 66.60% |
| November 30, 2023 | 66.60% |
| October 31, 2023 | 66.60% |
| September 30, 2023 | 66.60% |
| August 31, 2023 | 66.60% |
| July 31, 2023 | 66.60% |
| June 30, 2023 | 66.60% |
| May 31, 2023 | 66.60% |
| April 30, 2023 | 66.60% |
| March 31, 2023 | 66.60% |
| February 28, 2023 | 66.60% |
| January 31, 2023 | 66.60% |
| December 31, 2022 | 66.60% |
| November 30, 2022 | 66.60% |
| October 31, 2022 | 66.60% |
| September 30, 2022 | 66.60% |
| August 31, 2022 | 66.60% |
| July 31, 2022 | 66.60% |
| June 30, 2022 | 66.60% |
| May 31, 2022 | 66.60% |
| April 30, 2022 | 66.60% |
| March 31, 2022 | 66.60% |
| Date | Value |
|---|---|
| February 28, 2022 | 66.60% |
| January 31, 2022 | 66.60% |
| December 31, 2021 | 66.60% |
| November 30, 2021 | 66.60% |
| October 31, 2021 | 66.60% |
| September 30, 2021 | 66.60% |
| August 31, 2021 | 66.60% |
| July 31, 2021 | 66.60% |
| June 30, 2021 | 66.60% |
| May 31, 2021 | 66.60% |
| April 30, 2021 | 66.60% |
| March 31, 2021 | 66.60% |
| February 28, 2021 | 66.60% |
| January 31, 2021 | 66.60% |
| December 31, 2020 | 66.60% |
| November 30, 2020 | 66.60% |
| October 31, 2020 | 66.60% |
| September 30, 2020 | 66.60% |
| August 31, 2020 | 66.60% |
| July 31, 2020 | 66.60% |
| June 30, 2020 | 66.60% |
| May 31, 2020 | 66.60% |
| April 30, 2020 | 66.60% |
| March 31, 2020 | 63.51% |
| February 29, 2020 | 47.08% |
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
47.08%
Minimum
Apr 2019
66.60%
Maximum
Apr 2020
62.97%
Average
66.60%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Welltower Inc | 63.33% |
| Host Hotels & Resorts Inc | 55.10% |
| Regency Centers Corp | 57.06% |
| Vornado Realty Trust | 79.02% |
| Hudson Pacific Properties Inc | 87.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.96 |
| Beta (5Y) | 1.541 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.72% |
| Historical Sharpe Ratio (5Y) | 0.2054 |
| Historical Sortino (5Y) | 0.2464 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.24% |