COPT Defense Properties (CDP)
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Aug 25, 13:02
COPT Defense Properties Max Drawdown (5Y) : 23.68% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 23.68% |
| June 30, 2026 | 23.68% |
| May 31, 2026 | 23.68% |
| April 30, 2026 | 23.68% |
| March 31, 2026 | 23.68% |
| February 28, 2026 | 23.68% |
| January 31, 2026 | 23.68% |
| December 31, 2025 | 23.68% |
| November 30, 2025 | 23.68% |
| October 31, 2025 | 27.39% |
| September 30, 2025 | 29.41% |
| August 31, 2025 | 29.79% |
| July 31, 2025 | 29.79% |
| June 30, 2025 | 29.79% |
| May 31, 2025 | 29.79% |
| April 30, 2025 | 31.65% |
| March 31, 2025 | 37.63% |
| February 28, 2025 | 48.73% |
| January 31, 2025 | 48.73% |
| December 31, 2024 | 48.73% |
| November 30, 2024 | 48.73% |
| October 31, 2024 | 48.73% |
| September 30, 2024 | 48.73% |
| August 31, 2024 | 48.73% |
| July 31, 2024 | 48.73% |
| Date | Value |
|---|---|
| June 30, 2024 | 48.73% |
| May 31, 2024 | 48.73% |
| April 30, 2024 | 48.73% |
| March 31, 2024 | 48.73% |
| February 29, 2024 | 48.73% |
| January 31, 2024 | 48.73% |
| December 31, 2023 | 48.73% |
| November 30, 2023 | 48.73% |
| October 31, 2023 | 48.73% |
| September 30, 2023 | 48.73% |
| August 31, 2023 | 48.73% |
| July 31, 2023 | 48.73% |
| June 30, 2023 | 48.73% |
| May 31, 2023 | 48.73% |
| April 30, 2023 | 48.73% |
| March 31, 2023 | 48.73% |
| February 28, 2023 | 48.73% |
| January 31, 2023 | 48.73% |
| December 31, 2022 | 48.73% |
| November 30, 2022 | 48.73% |
| October 31, 2022 | 48.73% |
| September 30, 2022 | 48.73% |
| August 31, 2022 | 48.73% |
| July 31, 2022 | 48.73% |
| June 30, 2022 | 48.73% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| SL Green Realty Corp. | 77.03% |
| BXP, Inc. | 63.62% |
| Postal Realty Trust, Inc. | 29.80% |
| Orion Properties, Inc. | -- |
| Brandywine Realty Trust | 73.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7875 |
| Beta (5Y) | 0.7567 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.91% |
| Historical Sharpe Ratio (5Y) | 0.2955 |
| Historical Sortino (5Y) | 0.5462 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.75% |