Douglas Emmett Inc (DEI)
14.14
-0.33
(-2.28%)
USD |
NYSE |
May 05, 16:00
14.14
0.00 (0.00%)
After-Hours: 20:00
Douglas Emmett Max Drawdown (5Y): 74.02% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Franklin Street Properties Corp | 83.78% |
| Service Properties Trust | 87.67% |
| Host Hotels & Resorts Inc | 53.17% |
| Sotherly Hotels Inc | 86.48% |
| J. W. Mays Inc | 68.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.95 |
| Beta (5Y) | 1.212 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.28% |
| Historical Sharpe Ratio (5Y) | -0.3986 |
| Historical Sortino (5Y) | -0.7331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.66% |