Boston Properties Inc (BXP)
60.18
+1.49
(+2.54%)
USD |
NYSE |
Apr 19, 16:00
60.18
0.00 (0.00%)
After-Hours: 18:27
Boston Properties Max Drawdown (5Y): 63.62% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 63.62% |
| February 29, 2024 | 63.62% |
| January 31, 2024 | 63.62% |
| December 31, 2023 | 63.62% |
| November 30, 2023 | 63.62% |
| October 31, 2023 | 63.62% |
| September 30, 2023 | 63.62% |
| August 31, 2023 | 63.62% |
| July 31, 2023 | 63.62% |
| June 30, 2023 | 63.62% |
| May 31, 2023 | 63.62% |
| April 30, 2023 | 63.62% |
| March 31, 2023 | 63.62% |
| February 28, 2023 | 50.79% |
| January 31, 2023 | 50.79% |
| December 31, 2022 | 50.79% |
| November 30, 2022 | 50.12% |
| October 31, 2022 | 50.12% |
| September 30, 2022 | 50.12% |
| August 31, 2022 | 50.12% |
| July 31, 2022 | 50.12% |
| June 30, 2022 | 50.12% |
| May 31, 2022 | 50.12% |
| April 30, 2022 | 50.12% |
| March 31, 2022 | 50.12% |
| Date | Value |
|---|---|
| February 28, 2022 | 50.12% |
| January 31, 2022 | 50.12% |
| December 31, 2021 | 50.12% |
| November 30, 2021 | 50.12% |
| October 31, 2021 | 50.12% |
| September 30, 2021 | 50.12% |
| August 31, 2021 | 50.12% |
| July 31, 2021 | 50.12% |
| June 30, 2021 | 50.12% |
| May 31, 2021 | 50.12% |
| April 30, 2021 | 50.12% |
| March 31, 2021 | 50.12% |
| February 28, 2021 | 50.12% |
| January 31, 2021 | 50.12% |
| December 31, 2020 | 50.12% |
| November 30, 2020 | 50.12% |
| October 31, 2020 | 50.12% |
| September 30, 2020 | 48.76% |
| August 31, 2020 | 48.76% |
| July 31, 2020 | 48.76% |
| June 30, 2020 | 48.76% |
| May 31, 2020 | 48.76% |
| April 30, 2020 | 47.17% |
| March 31, 2020 | 47.17% |
| February 29, 2020 | 24.19% |
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
24.19%
Minimum
Apr 2019
63.62%
Maximum
Mar 2023
48.11%
Average
50.12%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Simon Property Group Inc | 77.02% |
| Alexandria Real Estate Equities Inc | 56.23% |
| Prologis Inc | 42.07% |
| Host Hotels & Resorts Inc | 55.10% |
| Regency Centers Corp | 57.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.36 |
| Beta (5Y) | 1.150 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.59% |
| Historical Sharpe Ratio (5Y) | -0.31 |
| Historical Sortino (5Y) | -0.4562 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.99% |