Empire State Realty Trust Inc (ESRT)
9.30
-0.01
(-0.11%)
USD |
NYSE |
May 03, 16:00
9.295
0.00 (0.00%)
Pre-Market: 20:00
Empire State Realty Trust Max Drawdown (5Y): 72.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.92% |
March 31, 2024 | 72.92% |
February 29, 2024 | 72.92% |
January 31, 2024 | 72.92% |
December 31, 2023 | 72.92% |
November 30, 2023 | 72.92% |
October 31, 2023 | 72.92% |
September 30, 2023 | 72.92% |
August 31, 2023 | 72.92% |
July 31, 2023 | 72.92% |
June 30, 2023 | 72.92% |
May 31, 2023 | 72.92% |
April 30, 2023 | 72.92% |
March 31, 2023 | 72.92% |
February 28, 2023 | 72.92% |
January 31, 2023 | 72.92% |
December 31, 2022 | 72.92% |
November 30, 2022 | 72.92% |
October 31, 2022 | 72.92% |
September 30, 2022 | 72.92% |
August 31, 2022 | 72.92% |
July 31, 2022 | 72.92% |
June 30, 2022 | 72.92% |
May 31, 2022 | 72.92% |
April 30, 2022 | 72.92% |
Date | Value |
---|---|
March 31, 2022 | 72.92% |
February 28, 2022 | 72.92% |
January 31, 2022 | 72.92% |
December 31, 2021 | 72.92% |
November 30, 2021 | 72.92% |
October 31, 2021 | 72.92% |
September 30, 2021 | 72.92% |
August 31, 2021 | 72.92% |
July 31, 2021 | 72.92% |
June 30, 2021 | 72.92% |
May 31, 2021 | 72.92% |
April 30, 2021 | 72.92% |
March 31, 2021 | 72.92% |
February 28, 2021 | 72.92% |
January 31, 2021 | 72.92% |
December 31, 2020 | 72.92% |
November 30, 2020 | 72.92% |
October 31, 2020 | 72.92% |
September 30, 2020 | 70.86% |
August 31, 2020 | 68.89% |
July 31, 2020 | 67.89% |
June 30, 2020 | 67.43% |
May 31, 2020 | 67.13% |
April 30, 2020 | 63.76% |
March 31, 2020 | 63.76% |
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
34.14%
Minimum
May 2019
72.92%
Maximum
Oct 2020
66.21%
Average
72.92%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
CoStar Group Inc | 46.59% |
Extra Space Storage Inc | 51.37% |
Highwoods Properties Inc | 58.98% |
Ventas Inc | 76.93% |
Pebblebrook Hotel Trust | 83.72% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.05 |
Beta (5Y) | 1.321 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.24% |
Historical Sharpe Ratio (5Y) | -0.2444 |
Historical Sortino (5Y) | -0.4558 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.52% |