Centerspace (CSR)
71.46
+0.96
(+1.36%)
USD |
NYSE |
Nov 07, 11:12
Centerspace Max Drawdown (5Y): 53.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.42% |
| September 30, 2024 | 53.42% |
| August 31, 2024 | 53.42% |
| July 31, 2024 | 53.42% |
| June 30, 2024 | 53.42% |
| May 31, 2024 | 53.42% |
| April 30, 2024 | 53.42% |
| March 31, 2024 | 53.42% |
| February 29, 2024 | 53.42% |
| January 31, 2024 | 53.42% |
| December 31, 2023 | 53.42% |
| November 30, 2023 | 53.42% |
| October 31, 2023 | 53.42% |
| September 30, 2023 | 51.79% |
| August 31, 2023 | 51.79% |
| July 31, 2023 | 51.79% |
| June 30, 2023 | 51.79% |
| May 31, 2023 | 51.79% |
| April 30, 2023 | 51.79% |
| March 31, 2023 | 51.79% |
| February 28, 2023 | 46.92% |
| January 31, 2023 | 46.92% |
| December 31, 2022 | 46.92% |
| November 30, 2022 | 46.92% |
| October 31, 2022 | 46.92% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.92% |
| August 31, 2022 | 46.92% |
| July 31, 2022 | 46.92% |
| June 30, 2022 | 46.92% |
| May 31, 2022 | 46.92% |
| April 30, 2022 | 46.92% |
| March 31, 2022 | 46.92% |
| February 28, 2022 | 46.92% |
| January 31, 2022 | 46.92% |
| December 31, 2021 | 46.92% |
| November 30, 2021 | 46.92% |
| October 31, 2021 | 46.92% |
| September 30, 2021 | 46.92% |
| August 31, 2021 | 46.92% |
| July 31, 2021 | 46.92% |
| June 30, 2021 | 46.92% |
| May 31, 2021 | 46.92% |
| April 30, 2021 | 46.92% |
| March 31, 2021 | 46.92% |
| February 28, 2021 | 46.92% |
| January 31, 2021 | 46.92% |
| December 31, 2020 | 46.92% |
| November 30, 2020 | 46.92% |
| October 31, 2020 | 46.92% |
| September 30, 2020 | 46.92% |
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
36.39%
Minimum
Nov 2019
53.42%
Maximum
Oct 2023
48.03%
Average
46.92%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Realty Income Corp | 48.28% |
| Equity Lifestyle Properties Inc | 41.46% |
| Kimco Realty Corp | 69.40% |
| Paramount Group Inc | 70.16% |
| Apartment Investment & Management Co | 54.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.29 |
| Beta (5Y) | 0.892 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.43% |
| Historical Sharpe Ratio (5Y) | 0.0074 |
| Historical Sortino (5Y) | 0.0104 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.01% |