COPT Defense Properties (CDP)

31.31 +0.28 (+0.90%) USD  |  NYSE  |  Dec 24, 12:52
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COPT Defense Properties Max Drawdown (5Y): 48.73% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Maui Land & Pineapple Co Inc 67.39%
Zoned Properties Inc 99.78%
American Strategic Investment Co --
SBA Communications Corp 50.79%
Redfin Corp 96.61%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.509
Beta (5Y) 0.9822
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.92%
Historical Sharpe Ratio (5Y) 0.1651
Historical Sortino (5Y) 0.2388
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.73%