Federal Realty Investment Trust (FRT)
106.69
-1.34
(-1.24%)
USD |
NYSE |
Oct 02, 16:00
106.74
+0.05
(+0.05%)
Pre-Market: 20:00
Federal Realty Investment Trust Max Drawdown (5Y) : 34.95% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 34.95% |
| August 31, 2026 | 34.95% |
| July 31, 2026 | 34.95% |
| June 30, 2026 | 34.95% |
| May 31, 2026 | 34.95% |
| April 30, 2026 | 34.95% |
| March 31, 2026 | 34.95% |
| February 28, 2026 | 34.95% |
| January 31, 2026 | 40.19% |
| December 31, 2025 | 43.47% |
| November 30, 2025 | 43.47% |
| October 31, 2025 | 53.22% |
| September 30, 2025 | 53.91% |
| August 31, 2025 | 53.91% |
| July 31, 2025 | 53.91% |
| June 30, 2025 | 53.91% |
| May 31, 2025 | 53.91% |
| April 30, 2025 | 54.92% |
| March 31, 2025 | 56.51% |
| February 28, 2025 | 56.51% |
| January 31, 2025 | 56.51% |
| December 31, 2024 | 56.51% |
| November 30, 2024 | 56.51% |
| October 31, 2024 | 56.51% |
| September 30, 2024 | 56.51% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 56.51% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| FrontView REIT, Inc. | -- |
| Kimco Realty Corp. | 33.66% |
| Realty Income Corp. | 34.49% |
| Sunstone Hotel Investors, Inc. | 43.19% |
| Simon Property Group, Inc. | 45.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.78 |
| Beta (5Y) | 0.9336 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.81% |
| Historical Sharpe Ratio (5Y) | -0.0659 |
| Historical Sortino (5Y) | -0.107 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.34% |