EastGroup Properties Inc (EGP)

161.44 +2.70 (+1.70%) USD  |  NYSE  |  Dec 20, 16:00
161.54 +0.10 (+0.06%) After-Hours: 20:00
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EastGroup Properties Max Drawdown (5Y): 38.10% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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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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Realty Income Corp 48.28%
Advanced Flower Capital Inc --
Strawberry Fields REIT Inc --
Bluerock Homes Trust Inc --
Lineage Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.973
Beta (5Y) 0.9867
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.44%
Historical Sharpe Ratio (5Y) 0.1897
Historical Sortino (5Y) 0.2405
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.26%