EPR Properties (EPR)

43.59 +0.42 (+0.97%) USD  |  NYSE  |  Dec 20, 16:00
43.56 -0.03 (-0.07%) Pre-Market: 20:00
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EPR Properties Max Drawdown (5Y): 82.01% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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W.P. Carey Inc 52.44%
Simon Property Group Inc 77.02%
Franklin Street Properties Corp 83.78%
Service Properties Trust 86.29%
J. W. Mays Inc 68.64%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -28.85
Beta (5Y) 1.754
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 52.39%
Historical Sharpe Ratio (5Y) -0.1034
Historical Sortino (5Y) -0.1238
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.34%