Federal Realty Investment Trust (FRT)
97.51
-0.22
(-0.23%)
USD |
NYSE |
Mar 26, 16:00
97.90
+0.39
(+0.40%)
Pre-Market: 05:58
Federal Realty Investment Trust Max Drawdown (5Y): 56.51% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Simon Property Group Inc | 77.02% |
| Welltower Inc | 63.33% |
| Digital Realty Trust Inc | 48.47% |
| Host Hotels & Resorts Inc | 55.10% |
| Prologis Inc | 42.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.43 |
| Beta (5Y) | 1.272 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.29% |
| Historical Sharpe Ratio (5Y) | -0.0087 |
| Historical Sortino (5Y) | -0.0161 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.17% |