Empire State Realty Trust Inc (ESRT)
10.77
+0.08
(+0.75%)
USD |
NYSE |
Nov 05, 14:30
Empire State Realty Trust Max Drawdown (5Y): 72.92% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 72.92% |
| August 31, 2024 | 72.92% |
| July 31, 2024 | 72.92% |
| June 30, 2024 | 72.92% |
| May 31, 2024 | 72.92% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
37.07%
Minimum
Nov 2019
72.92%
Maximum
Oct 2020
69.89%
Average
72.92%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Highwoods Properties Inc | 58.98% |
| Annaly Capital Management Inc | 60.03% |
| Office Properties Income Trust | 93.03% |
| Equity Commonwealth | 25.76% |
| American Homes 4 Rent | 38.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.67 |
| Beta (5Y) | 1.403 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.40% |
| Historical Sharpe Ratio (5Y) | -0.1297 |
| Historical Sortino (5Y) | -0.2403 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.52% |