Equity Lifestyle Properties Inc (ELS)

66.61 +0.43 (+0.65%) USD  |  NYSE  |  Dec 20, 16:00
67.09 +0.48 (+0.72%) Pre-Market: 06:42
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Equity Lifestyle Properties Max Drawdown (5Y): 41.46% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Centerspace 53.42%
Kimco Realty Corp 69.40%
Realty Income Corp 48.28%
Paramount Group Inc 70.16%
Apartment Investment & Management Co 54.42%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.12
Beta (5Y) 0.7743
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.26%
Historical Sharpe Ratio (5Y) -0.0335
Historical Sortino (5Y) -0.041
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.27%