Equity Commonwealth (EQC)
20.08
-0.04
(-0.20%)
USD |
NYSE |
Nov 21, 16:00
20.08
0.00 (0.00%)
Pre-Market: 20:00
Equity Commonwealth Max Drawdown (5Y): 25.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 25.76% |
| September 30, 2024 | 25.76% |
| August 31, 2024 | 25.76% |
| July 31, 2024 | 25.76% |
| June 30, 2024 | 25.76% |
| May 31, 2024 | 25.76% |
| April 30, 2024 | 25.76% |
| March 31, 2024 | 25.76% |
| February 29, 2024 | 25.76% |
| January 31, 2024 | 25.76% |
| December 31, 2023 | 25.76% |
| November 30, 2023 | 25.76% |
| October 31, 2023 | 25.76% |
| September 30, 2023 | 25.03% |
| August 31, 2023 | 23.76% |
| July 31, 2023 | 20.13% |
| June 30, 2023 | 20.13% |
| May 31, 2023 | 20.13% |
| April 30, 2023 | 20.13% |
| March 31, 2023 | 20.13% |
| February 28, 2023 | 18.53% |
| January 31, 2023 | 18.53% |
| December 31, 2022 | 18.53% |
| November 30, 2022 | 18.53% |
| October 31, 2022 | 18.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 18.31% |
| August 31, 2022 | 17.92% |
| July 31, 2022 | 17.92% |
| June 30, 2022 | 17.92% |
| May 31, 2022 | 17.92% |
| April 30, 2022 | 17.92% |
| March 31, 2022 | 17.92% |
| February 28, 2022 | 17.92% |
| January 31, 2022 | 17.92% |
| December 31, 2021 | 17.92% |
| November 30, 2021 | 16.87% |
| October 31, 2021 | 16.48% |
| September 30, 2021 | 16.48% |
| August 31, 2021 | 15.89% |
| July 31, 2021 | 15.44% |
| June 30, 2021 | 15.44% |
| May 31, 2021 | 15.44% |
| April 30, 2021 | 15.44% |
| March 31, 2021 | 15.44% |
| February 28, 2021 | 15.44% |
| January 31, 2021 | 15.44% |
| December 31, 2020 | 15.44% |
| November 30, 2020 | 15.44% |
| October 31, 2020 | 15.44% |
| September 30, 2020 | 15.44% |
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
14.36%
Minimum
Nov 2019
25.76%
Maximum
Oct 2023
18.98%
Average
17.92%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| Highwoods Properties Inc | 58.98% |
| Office Properties Income Trust | 93.03% |
| American Assets Trust Inc | 61.78% |
| American Homes 4 Rent | 38.40% |
| Empire State Realty Trust Inc | 72.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.638 |
| Beta (5Y) | 0.2723 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.39% |
| Historical Sharpe Ratio (5Y) | -0.4136 |
| Historical Sortino (5Y) | -0.678 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.60% |