Empire State Realty OP LP (ESBA)
8.90
-0.35
(-3.78%)
USD |
NYSEARCA |
May 23, 16:00
8.90
0.00 (0.00%)
After-Hours: 17:16
Empire State Realty OP Max Drawdown (5Y): 74.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.45% |
March 31, 2024 | 74.45% |
February 29, 2024 | 74.45% |
January 31, 2024 | 74.45% |
December 31, 2023 | 74.45% |
November 30, 2023 | 74.45% |
October 31, 2023 | 74.45% |
September 30, 2023 | 74.45% |
August 31, 2023 | 74.45% |
July 31, 2023 | 74.45% |
June 30, 2023 | 74.45% |
May 31, 2023 | 77.82% |
April 30, 2023 | 78.66% |
March 31, 2023 | 78.66% |
February 28, 2023 | 79.29% |
January 31, 2023 | 79.29% |
December 31, 2022 | 79.29% |
November 30, 2022 | 79.29% |
October 31, 2022 | 79.29% |
September 30, 2022 | 79.29% |
August 31, 2022 | 79.29% |
July 31, 2022 | 79.29% |
June 30, 2022 | 79.29% |
May 31, 2022 | 79.29% |
April 30, 2022 | 79.29% |
Date | Value |
---|---|
March 31, 2022 | 79.29% |
February 28, 2022 | 79.29% |
January 31, 2022 | 79.29% |
December 31, 2021 | 79.29% |
November 30, 2021 | 79.29% |
October 31, 2021 | 79.29% |
September 30, 2021 | 79.29% |
August 31, 2021 | 79.29% |
July 31, 2021 | 79.29% |
June 30, 2021 | 79.29% |
May 31, 2021 | 79.29% |
April 30, 2021 | 79.29% |
March 31, 2021 | 79.29% |
February 28, 2021 | 79.29% |
January 31, 2021 | 79.29% |
December 31, 2020 | 79.74% |
November 30, 2020 | 81.39% |
October 31, 2020 | 81.39% |
September 30, 2020 | 81.39% |
August 31, 2020 | 81.39% |
July 31, 2020 | 81.39% |
June 30, 2020 | 81.39% |
May 31, 2020 | 81.39% |
April 30, 2020 | 81.39% |
March 31, 2020 | 81.39% |
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
74.45%
Minimum
Jun 2023
81.73%
Maximum
May 2019
79.05%
Average
79.29%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Empire State Realty Trust Inc | 72.92% |
CoStar Group Inc | 46.59% |
New Concept Energy Inc | 96.36% |
InnSuites Hospitality Trust | 91.17% |
Power REIT | 99.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.85 |
Beta (5Y) | 1.350 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.46% |
Historical Sharpe Ratio (5Y) | -0.2431 |
Historical Sortino (5Y) | -0.4579 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.81% |