Easterly Government Properties Inc (DEA)
11.96
-0.18
(-1.44%)
USD |
NYSE |
May 07, 16:00
11.96
0.00 (0.00%)
After-Hours: 20:00
Easterly Government Properties Max Drawdown (5Y): 57.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.12% |
March 31, 2024 | 57.12% |
February 29, 2024 | 57.12% |
January 31, 2024 | 57.12% |
December 31, 2023 | 57.12% |
November 30, 2023 | 57.12% |
October 31, 2023 | 57.12% |
September 30, 2023 | 52.55% |
August 31, 2023 | 50.41% |
July 31, 2023 | 50.41% |
June 30, 2023 | 50.41% |
May 31, 2023 | 50.41% |
April 30, 2023 | 50.41% |
March 31, 2023 | 50.41% |
February 28, 2023 | 45.72% |
January 31, 2023 | 45.72% |
December 31, 2022 | 45.72% |
November 30, 2022 | 42.16% |
October 31, 2022 | 42.16% |
September 30, 2022 | 40.42% |
August 31, 2022 | 31.77% |
July 31, 2022 | 31.77% |
June 30, 2022 | 31.77% |
May 31, 2022 | 31.77% |
April 30, 2022 | 28.51% |
Date | Value |
---|---|
March 31, 2022 | 28.46% |
February 28, 2022 | 28.46% |
January 31, 2022 | 28.46% |
December 31, 2021 | 28.46% |
November 30, 2021 | 28.46% |
October 31, 2021 | 28.46% |
September 30, 2021 | 28.46% |
August 31, 2021 | 28.46% |
July 31, 2021 | 28.46% |
June 30, 2021 | 28.46% |
May 31, 2021 | 28.46% |
April 30, 2021 | 27.89% |
March 31, 2021 | 27.89% |
February 28, 2021 | 27.89% |
January 31, 2021 | 27.89% |
December 31, 2020 | 27.89% |
November 30, 2020 | 27.89% |
October 31, 2020 | 27.89% |
September 30, 2020 | 26.95% |
August 31, 2020 | 26.95% |
July 31, 2020 | 26.95% |
June 30, 2020 | 26.95% |
May 31, 2020 | 26.95% |
April 30, 2020 | 26.95% |
March 31, 2020 | 26.95% |
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
26.95%
Minimum
May 2019
57.12%
Maximum
Oct 2023
35.65%
Average
28.46%
Median
May 2021
Max Drawdown (5Y) Benchmarks
FRP Holdings Inc | 53.97% |
Comstock Inc | 98.91% |
eXp World Holdings Inc | 88.17% |
Alset Inc | -- |
Safe & Green Development Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.12 |
Beta (5Y) | 0.6538 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.99% |
Historical Sharpe Ratio (5Y) | -0.2016 |
Historical Sortino (5Y) | -0.3278 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.80% |