Elme Communities (ELME)
15.75
+0.05
(+0.32%)
USD |
NYSE |
May 13, 16:00
15.75
0.00 (0.00%)
Pre-Market: 20:00
Elme Communities Max Drawdown (5Y): 53.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.90% |
March 31, 2024 | 53.90% |
February 29, 2024 | 53.90% |
January 31, 2024 | 53.90% |
December 31, 2023 | 53.90% |
November 30, 2023 | 53.90% |
October 31, 2023 | 53.31% |
September 30, 2023 | 50.49% |
August 31, 2023 | 45.97% |
July 31, 2023 | 45.97% |
June 30, 2023 | 45.97% |
May 31, 2023 | 45.97% |
April 30, 2023 | 43.71% |
March 31, 2023 | 43.71% |
February 28, 2023 | 43.71% |
January 31, 2023 | 43.71% |
December 31, 2022 | 43.71% |
November 30, 2022 | 43.71% |
October 31, 2022 | 43.71% |
September 30, 2022 | 43.71% |
August 31, 2022 | 43.71% |
July 31, 2022 | 43.71% |
June 30, 2022 | 43.71% |
May 31, 2022 | 43.71% |
April 30, 2022 | 43.71% |
Date | Value |
---|---|
March 31, 2022 | 43.71% |
February 28, 2022 | 43.71% |
January 31, 2022 | 43.71% |
December 31, 2021 | 43.71% |
November 30, 2021 | 43.71% |
October 31, 2021 | 43.71% |
September 30, 2021 | 43.71% |
August 31, 2021 | 43.71% |
July 31, 2021 | 43.71% |
June 30, 2021 | 43.71% |
May 31, 2021 | 43.71% |
April 30, 2021 | 43.71% |
March 31, 2021 | 43.71% |
February 28, 2021 | 43.71% |
January 31, 2021 | 43.71% |
December 31, 2020 | 43.71% |
November 30, 2020 | 43.71% |
October 31, 2020 | 43.71% |
September 30, 2020 | 40.35% |
August 31, 2020 | 40.35% |
July 31, 2020 | 40.35% |
June 30, 2020 | 40.35% |
May 31, 2020 | 40.35% |
April 30, 2020 | 35.23% |
March 31, 2020 | 35.20% |
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
28.74%
Minimum
May 2019
53.90%
Maximum
Nov 2023
42.10%
Average
43.71%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.52 |
Beta (5Y) | 0.8741 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.04% |
Historical Sharpe Ratio (5Y) | -0.3618 |
Historical Sortino (5Y) | -0.5696 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.30% |