EastGroup Properties Inc (EGP)
174.13
-0.85
(-0.49%)
USD |
NYSE |
Nov 07, 13:59
EastGroup Properties Max Drawdown (5Y): 38.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.10% |
| September 30, 2024 | 38.10% |
| August 31, 2024 | 38.10% |
| July 31, 2024 | 38.10% |
| June 30, 2024 | 38.10% |
| May 31, 2024 | 38.10% |
| April 30, 2024 | 38.10% |
| March 31, 2024 | 38.10% |
| February 29, 2024 | 38.10% |
| January 31, 2024 | 38.10% |
| December 31, 2023 | 38.10% |
| November 30, 2023 | 38.10% |
| October 31, 2023 | 38.10% |
| September 30, 2023 | 38.10% |
| August 31, 2023 | 38.10% |
| July 31, 2023 | 38.10% |
| June 30, 2023 | 38.10% |
| May 31, 2023 | 38.10% |
| April 30, 2023 | 38.10% |
| March 31, 2023 | 38.10% |
| February 28, 2023 | 38.10% |
| January 31, 2023 | 38.10% |
| December 31, 2022 | 38.10% |
| November 30, 2022 | 38.10% |
| October 31, 2022 | 38.10% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.10% |
| August 31, 2022 | 38.10% |
| July 31, 2022 | 38.10% |
| June 30, 2022 | 38.10% |
| May 31, 2022 | 38.10% |
| April 30, 2022 | 38.10% |
| March 31, 2022 | 38.10% |
| February 28, 2022 | 38.10% |
| January 31, 2022 | 38.10% |
| December 31, 2021 | 38.10% |
| November 30, 2021 | 38.10% |
| October 31, 2021 | 38.10% |
| September 30, 2021 | 38.10% |
| August 31, 2021 | 38.10% |
| July 31, 2021 | 38.10% |
| June 30, 2021 | 38.10% |
| May 31, 2021 | 38.10% |
| April 30, 2021 | 38.10% |
| March 31, 2021 | 38.10% |
| February 28, 2021 | 38.10% |
| January 31, 2021 | 38.10% |
| December 31, 2020 | 38.10% |
| November 30, 2020 | 38.10% |
| October 31, 2020 | 38.10% |
| September 30, 2020 | 38.10% |
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
24.19%
Minimum
Nov 2019
38.10%
Maximum
Mar 2020
37.17%
Average
38.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Realty Income Corp | 48.28% |
| Paramount Group Inc | 70.16% |
| Kimco Realty Corp | 69.40% |
| Veris Residential Inc | 59.85% |
| Strawberry Fields REIT Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.392 |
| Beta (5Y) | 0.9981 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.40% |
| Historical Sharpe Ratio (5Y) | 0.2005 |
| Historical Sortino (5Y) | 0.251 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.26% |