Franklin Street Properties Corp (FSP)
1.515
+0.02
(+1.00%)
USD |
NYAM |
Apr 15, 16:00
1.515
0.00 (0.00%)
After-Hours: 20:00
Franklin Street Properties Max Drawdown (5Y): 83.78% for March 31, 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
| Agree Realty Corp | 29.52% |
| Acadia Realty Trust | 71.00% |
| Alexander's Inc | 47.56% |
| Alexandria Real Estate Equities Inc | 56.23% |
| Regency Centers Corp | 57.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.88 |
| Beta (5Y) | 0.7396 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.22% |
| Historical Sharpe Ratio (5Y) | -0.3871 |
| Historical Sortino (5Y) | -0.6773 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.99% |