Camden Property Trust (CPT)
98.40
+1.24
(+1.28%)
USD |
NYSE |
Mar 28, 16:00
98.49
+0.09
(+0.09%)
Pre-Market: 20:00
Camden Property Trust Max Drawdown (5Y): 50.23% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 50.23% |
January 31, 2024 | 50.23% |
December 31, 2023 | 50.23% |
November 30, 2023 | 50.23% |
October 31, 2023 | 50.23% |
September 30, 2023 | 44.32% |
August 31, 2023 | 44.11% |
July 31, 2023 | 44.11% |
June 30, 2023 | 44.11% |
May 31, 2023 | 44.11% |
April 30, 2023 | 44.11% |
March 31, 2023 | 44.11% |
February 28, 2023 | 44.11% |
January 31, 2023 | 44.11% |
December 31, 2022 | 44.11% |
November 30, 2022 | 44.11% |
October 31, 2022 | 44.11% |
September 30, 2022 | 44.11% |
August 31, 2022 | 44.11% |
July 31, 2022 | 44.11% |
June 30, 2022 | 44.11% |
May 31, 2022 | 44.11% |
April 30, 2022 | 44.11% |
March 31, 2022 | 44.11% |
February 28, 2022 | 44.11% |
Date | Value |
---|---|
January 31, 2022 | 44.11% |
December 31, 2021 | 44.11% |
November 30, 2021 | 44.11% |
October 31, 2021 | 44.11% |
September 30, 2021 | 44.11% |
August 31, 2021 | 44.11% |
July 31, 2021 | 44.11% |
June 30, 2021 | 44.11% |
May 31, 2021 | 44.11% |
April 30, 2021 | 44.11% |
March 31, 2021 | 44.11% |
February 28, 2021 | 44.11% |
January 31, 2021 | 44.11% |
December 31, 2020 | 44.11% |
November 30, 2020 | 44.11% |
October 31, 2020 | 44.11% |
September 30, 2020 | 44.11% |
August 31, 2020 | 44.11% |
July 31, 2020 | 44.11% |
June 30, 2020 | 44.11% |
May 31, 2020 | 44.11% |
April 30, 2020 | 44.11% |
March 31, 2020 | 44.11% |
February 29, 2020 | 16.57% |
January 31, 2020 | 16.57% |
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
16.57%
Minimum
Mar 2019
50.23%
Maximum
Oct 2023
39.12%
Average
44.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AvalonBay Communities Inc | 46.91% |
Mid-America Apartment Communities Inc | 45.40% |
UDR Inc | 44.44% |
Equity Residential | 45.85% |
Alexandria Real Estate Equities Inc | 56.23% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.17 |
Beta (5Y) | 0.8324 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.64% |
Historical Sharpe Ratio (5Y) | 0.0196 |
Historical Sortino (5Y) | 0.0224 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.95% |