EPR Properties (EPR)
40.53
+0.12
(+0.30%)
USD |
NYSE |
Apr 22, 16:00
40.60
+0.07
(+0.17%)
Pre-Market: 08:32
EPR Properties Max Drawdown (5Y): 82.01% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 82.01% |
February 29, 2024 | 82.01% |
January 31, 2024 | 82.01% |
December 31, 2023 | 82.01% |
November 30, 2023 | 82.01% |
October 31, 2023 | 82.01% |
September 30, 2023 | 82.01% |
August 31, 2023 | 82.01% |
July 31, 2023 | 82.01% |
June 30, 2023 | 82.01% |
May 31, 2023 | 82.01% |
April 30, 2023 | 82.01% |
March 31, 2023 | 82.01% |
February 28, 2023 | 82.01% |
January 31, 2023 | 82.01% |
December 31, 2022 | 82.01% |
November 30, 2022 | 82.01% |
October 31, 2022 | 82.01% |
September 30, 2022 | 82.01% |
August 31, 2022 | 82.01% |
July 31, 2022 | 82.01% |
June 30, 2022 | 82.01% |
May 31, 2022 | 82.01% |
April 30, 2022 | 82.01% |
March 31, 2022 | 82.01% |
Date | Value |
---|---|
February 28, 2022 | 82.01% |
January 31, 2022 | 82.01% |
December 31, 2021 | 82.01% |
November 30, 2021 | 82.01% |
October 31, 2021 | 82.01% |
September 30, 2021 | 82.01% |
August 31, 2021 | 82.01% |
July 31, 2021 | 82.01% |
June 30, 2021 | 82.01% |
May 31, 2021 | 82.01% |
April 30, 2021 | 82.01% |
March 31, 2021 | 82.01% |
February 28, 2021 | 82.01% |
January 31, 2021 | 82.01% |
December 31, 2020 | 82.01% |
November 30, 2020 | 82.01% |
October 31, 2020 | 82.01% |
September 30, 2020 | 82.01% |
August 31, 2020 | 82.01% |
July 31, 2020 | 82.01% |
June 30, 2020 | 82.01% |
May 31, 2020 | 82.01% |
April 30, 2020 | 82.01% |
March 31, 2020 | 82.01% |
February 29, 2020 | 31.01% |
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
31.01%
Minimum
Apr 2019
82.01%
Maximum
Mar 2020
72.66%
Average
82.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Agree Realty Corp | 39.00% |
First Industrial Realty Trust Inc | 41.12% |
Welltower Inc | 63.33% |
Prologis Inc | 42.07% |
Whitestone REIT | 63.61% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.59 |
Beta (5Y) | 1.650 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.25% |
Historical Sharpe Ratio (5Y) | -0.1539 |
Historical Sortino (5Y) | -0.1859 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.34% |