COPT Defense Properties (CDP)
31.16
+0.47
(+1.53%)
USD |
NYSE |
Nov 21, 16:00
31.16
0.00 (0.00%)
Pre-Market: 20:00
COPT Defense Properties Max Drawdown (5Y): 48.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.73% |
| September 30, 2024 | 48.73% |
| August 31, 2024 | 48.73% |
| July 31, 2024 | 48.73% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.73% |
| August 31, 2022 | 48.73% |
| July 31, 2022 | 48.73% |
| June 30, 2022 | 48.73% |
| May 31, 2022 | 48.73% |
| April 30, 2022 | 48.73% |
| March 31, 2022 | 48.73% |
| February 28, 2022 | 48.73% |
| January 31, 2022 | 48.73% |
| December 31, 2021 | 48.73% |
| November 30, 2021 | 48.73% |
| October 31, 2021 | 48.73% |
| September 30, 2021 | 48.73% |
| August 31, 2021 | 48.73% |
| July 31, 2021 | 48.73% |
| June 30, 2021 | 48.73% |
| May 31, 2021 | 48.73% |
| April 30, 2021 | 48.73% |
| March 31, 2021 | 48.73% |
| February 28, 2021 | 48.73% |
| January 31, 2021 | 48.73% |
| December 31, 2020 | 48.73% |
| November 30, 2020 | 48.73% |
| October 31, 2020 | 48.73% |
| September 30, 2020 | 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
39.96%
Minimum
Nov 2019
48.73%
Maximum
Mar 2020
48.15%
Average
48.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Maui Land & Pineapple Co Inc | 67.39% |
| Zoned Properties Inc | 99.70% |
| American Strategic Investment Co | -- |
| SBA Communications Corp | 50.79% |
| Redfin Corp | 96.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.868 |
| Beta (5Y) | 0.9839 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.90% |
| Historical Sharpe Ratio (5Y) | 0.1373 |
| Historical Sortino (5Y) | 0.1975 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.73% |