Digital Realty Trust Inc (DLR)
143.03
-1.92
(-1.32%)
USD |
NYSE |
Mar 28, 11:36
Digital Realty Trust Max Drawdown (5Y): 48.47% for Feb. 28, 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
| Ventas Inc | 76.93% |
| Federal Realty Investment Trust | 56.51% |
| Welltower Inc | 63.33% |
| CoStar Group Inc | 46.59% |
| Essex Property Trust Inc | 44.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.724 |
| Beta (5Y) | 0.6558 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.67% |
| Historical Sharpe Ratio (5Y) | 0.2496 |
| Historical Sortino (5Y) | 0.4068 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.42% |