Franklin Street Properties Corp (FSP)
1.945
+0.16
(+9.27%)
USD |
NYAM |
Nov 21, 16:00
1.945
0.00 (0.00%)
After-Hours: 20:00
Franklin Street Properties Max Drawdown (5Y): 83.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.78% |
| September 30, 2024 | 83.78% |
| August 31, 2024 | 83.78% |
| July 31, 2024 | 83.78% |
| June 30, 2024 | 83.78% |
| May 31, 2024 | 83.78% |
| April 30, 2024 | 83.78% |
| March 31, 2024 | 83.78% |
| February 29, 2024 | 83.78% |
| January 31, 2024 | 83.78% |
| December 31, 2023 | 83.78% |
| November 30, 2023 | 83.78% |
| October 31, 2023 | 83.78% |
| September 30, 2023 | 83.78% |
| August 31, 2023 | 83.78% |
| July 31, 2023 | 83.78% |
| June 30, 2023 | 83.78% |
| May 31, 2023 | 83.78% |
| April 30, 2023 | 83.49% |
| March 31, 2023 | 77.92% |
| February 28, 2023 | 69.36% |
| January 31, 2023 | 69.36% |
| December 31, 2022 | 69.36% |
| November 30, 2022 | 69.36% |
| October 31, 2022 | 69.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.93% |
| August 31, 2022 | 67.93% |
| July 31, 2022 | 67.93% |
| June 30, 2022 | 67.93% |
| May 31, 2022 | 67.93% |
| April 30, 2022 | 67.93% |
| March 31, 2022 | 67.93% |
| February 28, 2022 | 67.93% |
| January 31, 2022 | 67.93% |
| December 31, 2021 | 67.93% |
| November 30, 2021 | 67.93% |
| October 31, 2021 | 67.93% |
| September 30, 2021 | 67.93% |
| August 31, 2021 | 67.93% |
| July 31, 2021 | 67.93% |
| June 30, 2021 | 67.93% |
| May 31, 2021 | 67.93% |
| April 30, 2021 | 67.93% |
| March 31, 2021 | 67.93% |
| February 28, 2021 | 67.93% |
| January 31, 2021 | 67.93% |
| December 31, 2020 | 67.93% |
| November 30, 2020 | 67.93% |
| October 31, 2020 | 67.93% |
| September 30, 2020 | 67.93% |
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
48.21%
Minimum
Nov 2019
83.78%
Maximum
May 2023
71.47%
Average
67.93%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Alexandria Real Estate Equities Inc | 56.23% |
| Brandywine Realty Trust | 73.09% |
| BXP Inc | 63.62% |
| Douglas Emmett Inc | 74.02% |
| Creative Media & Community Trust | 96.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.75 |
| Beta (5Y) | 0.8073 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.25% |
| Historical Sharpe Ratio (5Y) | -0.4942 |
| Historical Sortino (5Y) | -0.8223 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.59% |