Federal Realty Investment Trust (FRT)

111.92 +2.37 (+2.16%) USD  |  NYSE  |  Dec 20, 16:00
112.15 +0.23 (+0.21%) After-Hours: 20:00
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Federal Realty Investment Trust Max Drawdown (5Y): 56.51% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Simon Property Group Inc 77.02%
BXP Inc 63.62%
Host Hotels & Resorts Inc 55.10%
Prologis Inc 42.07%
Regency Centers Corp 57.06%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -17.28
Beta (5Y) 1.245
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.36%
Historical Sharpe Ratio (5Y) -0.0204
Historical Sortino (5Y) -0.0259
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.64%