Douglas Emmett Inc (DEI)
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+0.62
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Nov 05, 09:41
Douglas Emmett Max Drawdown (5Y): 74.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.02% |
| September 30, 2024 | 74.02% |
| August 31, 2024 | 74.02% |
| July 31, 2024 | 74.02% |
| June 30, 2024 | 74.02% |
| May 31, 2024 | 74.02% |
| April 30, 2024 | 74.02% |
| March 31, 2024 | 74.02% |
| February 29, 2024 | 74.02% |
| January 31, 2024 | 74.02% |
| December 31, 2023 | 74.02% |
| November 30, 2023 | 74.02% |
| October 31, 2023 | 74.02% |
| September 30, 2023 | 74.02% |
| August 31, 2023 | 74.02% |
| July 31, 2023 | 74.02% |
| June 30, 2023 | 74.02% |
| May 31, 2023 | 74.02% |
| April 30, 2023 | 73.00% |
| March 31, 2023 | 73.00% |
| February 28, 2023 | 64.81% |
| January 31, 2023 | 63.04% |
| December 31, 2022 | 62.52% |
| November 30, 2022 | 60.60% |
| October 31, 2022 | 59.81% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.59% |
| August 31, 2022 | 52.71% |
| July 31, 2022 | 47.98% |
| June 30, 2022 | 47.16% |
| May 31, 2022 | 47.16% |
| April 30, 2022 | 47.16% |
| March 31, 2022 | 47.16% |
| February 28, 2022 | 47.16% |
| January 31, 2022 | 47.16% |
| December 31, 2021 | 47.16% |
| November 30, 2021 | 47.16% |
| October 31, 2021 | 47.16% |
| September 30, 2021 | 47.16% |
| August 31, 2021 | 47.16% |
| July 31, 2021 | 47.16% |
| June 30, 2021 | 47.16% |
| May 31, 2021 | 47.16% |
| April 30, 2021 | 47.16% |
| March 31, 2021 | 47.16% |
| February 28, 2021 | 47.16% |
| January 31, 2021 | 47.16% |
| December 31, 2020 | 47.16% |
| November 30, 2020 | 47.16% |
| October 31, 2020 | 47.16% |
| September 30, 2020 | 46.00% |
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
21.02%
Minimum
Nov 2019
74.02%
Maximum
May 2023
55.69%
Average
47.16%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| 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 | 96.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.04 |
| Beta (5Y) | 1.101 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.03% |
| Historical Sharpe Ratio (5Y) | -0.4115 |
| Historical Sortino (5Y) | -0.651 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.58% |