CBRE Group Inc (CBRE)
131.65
-0.13
(-0.10%)
USD |
NYSE |
Nov 21, 16:00
132.61
+0.96
(+0.73%)
Pre-Market: 20:00
CBRE Group Max Drawdown (5Y): 53.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.57% |
| September 30, 2024 | 53.57% |
| August 31, 2024 | 53.57% |
| July 31, 2024 | 53.57% |
| June 30, 2024 | 53.57% |
| May 31, 2024 | 53.57% |
| April 30, 2024 | 53.57% |
| March 31, 2024 | 53.57% |
| February 29, 2024 | 53.57% |
| January 31, 2024 | 53.57% |
| December 31, 2023 | 53.57% |
| November 30, 2023 | 53.57% |
| October 31, 2023 | 53.57% |
| September 30, 2023 | 53.57% |
| August 31, 2023 | 53.57% |
| July 31, 2023 | 53.57% |
| June 30, 2023 | 53.57% |
| May 31, 2023 | 53.57% |
| April 30, 2023 | 53.57% |
| March 31, 2023 | 53.57% |
| February 28, 2023 | 53.57% |
| January 31, 2023 | 53.57% |
| December 31, 2022 | 53.57% |
| November 30, 2022 | 53.57% |
| October 31, 2022 | 53.57% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.57% |
| August 31, 2022 | 53.57% |
| July 31, 2022 | 53.57% |
| June 30, 2022 | 53.57% |
| May 31, 2022 | 53.57% |
| April 30, 2022 | 53.57% |
| March 31, 2022 | 53.57% |
| February 28, 2022 | 53.57% |
| January 31, 2022 | 53.57% |
| December 31, 2021 | 53.57% |
| November 30, 2021 | 53.57% |
| October 31, 2021 | 53.57% |
| September 30, 2021 | 53.57% |
| August 31, 2021 | 53.57% |
| July 31, 2021 | 53.57% |
| June 30, 2021 | 53.57% |
| May 31, 2021 | 53.57% |
| April 30, 2021 | 53.57% |
| March 31, 2021 | 53.57% |
| February 28, 2021 | 53.57% |
| January 31, 2021 | 53.57% |
| December 31, 2020 | 53.57% |
| November 30, 2020 | 53.57% |
| October 31, 2020 | 53.57% |
| September 30, 2020 | 53.57% |
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
40.08%
Minimum
Nov 2019
53.57%
Maximum
Mar 2020
52.67%
Average
53.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Realty Income Corp | 48.28% |
| Iron Mountain Inc | 37.87% |
| Invitation Homes Inc | 50.54% |
| Equinix Inc | 41.77% |
| Kimco Realty Corp | 69.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7011 |
| Beta (5Y) | 1.391 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.21% |
| Historical Sharpe Ratio (5Y) | 0.4766 |
| Historical Sortino (5Y) | 0.6526 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.67% |