Healthpeak Properties Inc (DOC)
18.76
+0.42
(+2.29%)
USD |
NYSE |
Apr 26, 15:39
Healthpeak Properties Max Drawdown (5Y): 54.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 54.06% |
| February 29, 2024 | 54.06% |
| January 31, 2024 | 54.06% |
| December 31, 2023 | 54.06% |
| November 30, 2023 | 54.06% |
| October 31, 2023 | 54.06% |
| September 30, 2023 | 46.67% |
| August 31, 2023 | 46.56% |
| July 31, 2023 | 46.56% |
| June 30, 2023 | 46.56% |
| May 31, 2023 | 46.56% |
| April 30, 2023 | 46.56% |
| March 31, 2023 | 46.56% |
| February 28, 2023 | 46.56% |
| January 31, 2023 | 46.56% |
| December 31, 2022 | 46.56% |
| November 30, 2022 | 46.56% |
| October 31, 2022 | 46.56% |
| September 30, 2022 | 46.56% |
| August 31, 2022 | 46.56% |
| July 31, 2022 | 46.56% |
| June 30, 2022 | 46.56% |
| May 31, 2022 | 46.56% |
| April 30, 2022 | 46.56% |
| March 31, 2022 | 46.56% |
| Date | Value |
|---|---|
| February 28, 2022 | 46.56% |
| January 31, 2022 | 46.56% |
| December 31, 2021 | 46.56% |
| November 30, 2021 | 46.56% |
| October 31, 2021 | 46.56% |
| September 30, 2021 | 46.56% |
| August 31, 2021 | 46.56% |
| July 31, 2021 | 46.56% |
| June 30, 2021 | 46.56% |
| May 31, 2021 | 46.56% |
| April 30, 2021 | 46.56% |
| March 31, 2021 | 46.56% |
| February 28, 2021 | 46.56% |
| January 31, 2021 | 46.56% |
| December 31, 2020 | 46.56% |
| November 30, 2020 | 46.56% |
| October 31, 2020 | 46.56% |
| September 30, 2020 | 46.56% |
| August 31, 2020 | 46.56% |
| July 31, 2020 | 46.56% |
| June 30, 2020 | 46.56% |
| May 31, 2020 | 46.56% |
| April 30, 2020 | 46.56% |
| March 31, 2020 | 46.56% |
| February 29, 2020 | 44.22% |
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
44.22%
Minimum
Apr 2019
54.06%
Maximum
Oct 2023
46.88%
Average
46.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Physicians Realty Trust (DELISTED) | 44.05% |
| VICI Properties Inc | 60.21% |
| Crown Castle Inc | 55.47% |
| Weyerhaeuser Co | 61.68% |
| SBA Communications Corp | 50.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.64 |
| Beta (5Y) | 1.019 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.26% |
| Historical Sharpe Ratio (5Y) | -0.2349 |
| Historical Sortino (5Y) | -0.2841 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.15% |