EPR Properties (EPR)
44.81
+0.53
(+1.20%)
USD |
NYSE |
Nov 21, 16:00
44.81
0.00 (0.00%)
After-Hours: 17:08
EPR Properties Max Drawdown (5Y): 82.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.01% |
| September 30, 2024 | 82.01% |
| August 31, 2024 | 82.01% |
| July 31, 2024 | 82.01% |
| June 30, 2024 | 82.01% |
| May 31, 2024 | 82.01% |
| April 30, 2024 | 82.01% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
82.01%
Maximum
Mar 2020
78.61%
Average
82.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| W.P. Carey Inc | 52.44% |
| Agree Realty Corp | 39.00% |
| Simon Property Group Inc | 77.02% |
| Franklin Street Properties Corp | 83.78% |
| J. W. Mays Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.87 |
| Beta (5Y) | 1.759 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.32% |
| Historical Sharpe Ratio (5Y) | -0.137 |
| Historical Sortino (5Y) | -0.1613 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.34% |