Douglas Emmett Inc (DEI)

18.08 +0.24 (+1.35%) USD  |  NYSE  |  Dec 20, 16:00
18.08 0.00 (0.00%) After-Hours: 20:00
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Douglas Emmett Max Drawdown (5Y): 74.02% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Kilroy Realty Corp 66.57%
Alexandria Real Estate Equities Inc 56.23%
Brandywine Realty Trust 73.09%
Franklin Street Properties Corp 83.78%
Creative Media & Community Trust 98.23%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -28.56
Beta (5Y) 1.114
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.10%
Historical Sharpe Ratio (5Y) -0.379
Historical Sortino (5Y) -0.5985
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.58%