Essential Properties Realty Trust Inc (EPRT)
25.50
+0.34
(+1.33%)
USD |
NYSE |
Apr 19, 16:00
25.50
0.00 (0.00%)
After-Hours: 17:57
Essential Properties Realty Trust Max Drawdown (5Y): 73.67% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 73.67% |
| February 29, 2024 | 73.67% |
| January 31, 2024 | 73.67% |
| December 31, 2023 | 73.67% |
| November 30, 2023 | 73.67% |
| October 31, 2023 | 73.67% |
| September 30, 2023 | 73.67% |
| August 31, 2023 | 73.67% |
| July 31, 2023 | 73.67% |
| June 30, 2023 | 73.67% |
| May 31, 2023 | 73.67% |
| April 30, 2023 | 73.67% |
| March 31, 2023 | 73.67% |
| February 28, 2023 | 73.67% |
| January 31, 2023 | 73.67% |
| December 31, 2022 | 73.67% |
| November 30, 2022 | 73.67% |
| October 31, 2022 | 73.67% |
| September 30, 2022 | 73.67% |
| August 31, 2022 | 73.67% |
| July 31, 2022 | 73.67% |
| June 30, 2022 | 73.67% |
| May 31, 2022 | 73.67% |
| April 30, 2022 | 73.67% |
| March 31, 2022 | 73.67% |
| Date | Value |
|---|---|
| February 28, 2022 | 73.67% |
| January 31, 2022 | 73.67% |
| December 31, 2021 | 73.67% |
| November 30, 2021 | 73.67% |
| October 31, 2021 | 73.67% |
| September 30, 2021 | 73.67% |
| August 31, 2021 | 73.67% |
| July 31, 2021 | 73.67% |
| June 30, 2021 | 73.67% |
| May 31, 2021 | 73.67% |
| April 30, 2021 | 73.67% |
| March 31, 2021 | 73.67% |
| February 28, 2021 | 73.67% |
| January 31, 2021 | 73.67% |
| December 31, 2020 | 73.67% |
| November 30, 2020 | 73.67% |
| October 31, 2020 | 73.67% |
| September 30, 2020 | 73.67% |
| August 31, 2020 | 73.67% |
| July 31, 2020 | 73.67% |
| June 30, 2020 | 73.67% |
| May 31, 2020 | 73.67% |
| April 30, 2020 | 73.67% |
| March 31, 2020 | 73.67% |
| February 29, 2020 | 22.49% |
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
8.94%
Minimum
Apr 2019
73.67%
Maximum
Mar 2020
62.03%
Average
73.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Kimco Realty Corp | 69.40% |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | 76.87% |
| Rithm Capital Corp | 81.11% |
| Urban Edge Properties | 71.84% |
| AFC Gamma Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.156 |
| Beta (5Y) | 1.271 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.74% |
| Historical Sharpe Ratio (5Y) | 0.2373 |
| Historical Sortino (5Y) | 0.2619 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.19% |