Equity Lifestyle Properties Inc (ELS)
61.18
+0.43
(+0.71%)
USD |
NYSE |
Apr 26, 12:07
Equity Lifestyle Properties Max Drawdown (5Y): 41.46% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 41.46% |
February 29, 2024 | 41.46% |
January 31, 2024 | 41.46% |
December 31, 2023 | 41.46% |
November 30, 2023 | 41.46% |
October 31, 2023 | 41.46% |
September 30, 2023 | 41.46% |
August 31, 2023 | 41.46% |
July 31, 2023 | 41.46% |
June 30, 2023 | 41.46% |
May 31, 2023 | 41.46% |
April 30, 2023 | 41.46% |
March 31, 2023 | 41.46% |
February 28, 2023 | 41.46% |
January 31, 2023 | 41.46% |
December 31, 2022 | 41.46% |
November 30, 2022 | 41.46% |
October 31, 2022 | 41.46% |
September 30, 2022 | 41.46% |
August 31, 2022 | 41.46% |
July 31, 2022 | 41.46% |
June 30, 2022 | 41.46% |
May 31, 2022 | 41.46% |
April 30, 2022 | 41.46% |
March 31, 2022 | 41.46% |
Date | Value |
---|---|
February 28, 2022 | 41.46% |
January 31, 2022 | 41.46% |
December 31, 2021 | 41.46% |
November 30, 2021 | 41.46% |
October 31, 2021 | 41.46% |
September 30, 2021 | 41.46% |
August 31, 2021 | 41.46% |
July 31, 2021 | 41.46% |
June 30, 2021 | 41.46% |
May 31, 2021 | 41.46% |
April 30, 2021 | 41.46% |
March 31, 2021 | 41.46% |
February 28, 2021 | 41.46% |
January 31, 2021 | 41.46% |
December 31, 2020 | 41.46% |
November 30, 2020 | 41.46% |
October 31, 2020 | 41.46% |
September 30, 2020 | 41.46% |
August 31, 2020 | 41.46% |
July 31, 2020 | 41.46% |
June 30, 2020 | 41.46% |
May 31, 2020 | 41.46% |
April 30, 2020 | 41.46% |
March 31, 2020 | 41.46% |
February 29, 2020 | 18.94% |
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
18.94%
Minimum
Apr 2019
41.46%
Maximum
Mar 2020
37.33%
Average
41.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.235 |
Beta (5Y) | 0.6913 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.98% |
Historical Sharpe Ratio (5Y) | 0.1214 |
Historical Sortino (5Y) | 0.1441 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.81% |