Equity Commonwealth (EQC)
18.66
+0.06
(+0.32%)
USD |
NYSE |
Apr 24, 16:00
18.66
0.00 (0.00%)
After-Hours: 19:24
Equity Commonwealth Max Drawdown (5Y): 25.76% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 14.87% |
| July 31, 2020 | 14.87% |
| June 30, 2020 | 14.87% |
| May 31, 2020 | 14.87% |
| April 30, 2020 | 14.87% |
| March 31, 2020 | 14.87% |
| February 29, 2020 | 14.36% |
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
Apr 2019
25.76%
Maximum
Oct 2023
17.65%
Average
16.48%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| CoStar Group Inc | 46.59% |
| New Concept Energy Inc | 96.36% |
| Gyrodyne LLC | 63.14% |
| InnSuites Hospitality Trust | 91.17% |
| Power REIT | 99.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.044 |
| Beta (5Y) | 0.2403 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.50% |
| Historical Sharpe Ratio (5Y) | -0.3127 |
| Historical Sortino (5Y) | -0.5121 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.60% |