Federal Realty Investment Trust (FRT)
111.42
+0.99
(+0.90%)
USD |
NYSE |
Nov 04, 16:00
111.40
-0.02
(-0.02%)
Pre-Market: 20:00
Federal Realty Investment Trust Max Drawdown (5Y): 56.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 56.51% |
September 30, 2024 | 56.51% |
August 31, 2024 | 56.51% |
July 31, 2024 | 56.51% |
June 30, 2024 | 56.51% |
May 31, 2024 | 56.51% |
April 30, 2024 | 56.51% |
March 31, 2024 | 56.51% |
February 29, 2024 | 56.51% |
January 31, 2024 | 56.51% |
December 31, 2023 | 56.51% |
November 30, 2023 | 56.51% |
October 31, 2023 | 56.51% |
September 30, 2023 | 56.51% |
August 31, 2023 | 56.51% |
July 31, 2023 | 56.51% |
June 30, 2023 | 56.51% |
May 31, 2023 | 56.51% |
April 30, 2023 | 56.51% |
March 31, 2023 | 56.51% |
February 28, 2023 | 56.51% |
January 31, 2023 | 56.51% |
December 31, 2022 | 56.51% |
November 30, 2022 | 56.51% |
October 31, 2022 | 56.51% |
Date | Value |
---|---|
September 30, 2022 | 56.51% |
August 31, 2022 | 56.51% |
July 31, 2022 | 56.51% |
June 30, 2022 | 56.51% |
May 31, 2022 | 56.51% |
April 30, 2022 | 56.51% |
March 31, 2022 | 56.51% |
February 28, 2022 | 56.51% |
January 31, 2022 | 56.51% |
December 31, 2021 | 56.51% |
November 30, 2021 | 56.51% |
October 31, 2021 | 56.51% |
September 30, 2021 | 56.51% |
August 31, 2021 | 56.51% |
July 31, 2021 | 56.51% |
June 30, 2021 | 56.51% |
May 31, 2021 | 56.51% |
April 30, 2021 | 56.51% |
March 31, 2021 | 56.51% |
February 28, 2021 | 56.51% |
January 31, 2021 | 56.51% |
December 31, 2020 | 56.51% |
November 30, 2020 | 56.51% |
October 31, 2020 | 56.51% |
September 30, 2020 | 56.51% |
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
33.65%
Minimum
Nov 2019
56.51%
Maximum
Apr 2020
54.98%
Average
56.51%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Simon Property Group Inc | 77.02% |
BXP Inc | 63.62% |
Regency Centers Corp | 57.06% |
Essex Property Trust Inc | 44.85% |
Host Hotels & Resorts Inc | 55.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.22 |
Beta (5Y) | 1.238 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.37% |
Historical Sharpe Ratio (5Y) | -0.0691 |
Historical Sortino (5Y) | -0.0882 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.64% |