Easterly Government Properties Inc (DEA)
12.47
+0.29
(+2.38%)
USD |
NYSE |
Nov 21, 16:00
12.48
0.00 (0.00%)
Pre-Market: 20:00
Easterly Government Properties Max Drawdown (5Y): 57.12% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.12% |
| September 30, 2024 | 57.12% |
| August 31, 2024 | 57.12% |
| July 31, 2024 | 57.12% |
| June 30, 2024 | 57.12% |
| May 31, 2024 | 57.12% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
57.12%
Maximum
Oct 2023
38.66%
Average
30.14%
Median
Max Drawdown (5Y) Benchmarks
| Armada Hoffler Properties Inc | 62.06% |
| Cousins Properties Inc | 54.25% |
| Uniti Group Inc | 81.52% |
| Redfin Corp | 96.61% |
| JBG SMITH Properties | 65.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.44 |
| Beta (5Y) | 0.7207 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.08% |
| Historical Sharpe Ratio (5Y) | -0.2549 |
| Historical Sortino (5Y) | -0.4166 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.80% |