BXP Inc (BXP)
80.33
+1.17
(+1.48%)
USD |
NYSE |
Nov 04, 16:00
80.34
+0.01
(+0.01%)
Pre-Market: 20:00
BXP Max Drawdown (5Y): 63.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.62% |
| September 30, 2024 | 63.62% |
| August 31, 2024 | 63.62% |
| July 31, 2024 | 63.62% |
| June 30, 2024 | 63.62% |
| May 31, 2024 | 63.62% |
| April 30, 2024 | 63.62% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
63.62%
Maximum
Mar 2023
52.71%
Average
50.12%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Alexandria Real Estate Equities Inc | 56.23% |
| Host Hotels & Resorts Inc | 55.10% |
| Prologis Inc | 42.07% |
| Regency Centers Corp | 57.06% |
| Simon Property Group Inc | 77.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.24 |
| Beta (5Y) | 1.178 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.76% |
| Historical Sharpe Ratio (5Y) | -0.2128 |
| Historical Sortino (5Y) | -0.3233 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.99% |