Gaming and Leisure Properties Inc (GLPI)
50.44
-0.15
(-0.30%)
USD |
NASDAQ |
Nov 05, 14:53
Gaming and Leisure Properties Max Drawdown (5Y): 69.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.42% |
| September 30, 2024 | 69.42% |
| August 31, 2024 | 69.42% |
| July 31, 2024 | 69.42% |
| June 30, 2024 | 69.42% |
| May 31, 2024 | 69.42% |
| April 30, 2024 | 69.42% |
| March 31, 2024 | 69.42% |
| February 29, 2024 | 69.42% |
| January 31, 2024 | 69.42% |
| December 31, 2023 | 69.42% |
| November 30, 2023 | 69.42% |
| October 31, 2023 | 69.42% |
| September 30, 2023 | 69.42% |
| August 31, 2023 | 69.42% |
| July 31, 2023 | 69.42% |
| June 30, 2023 | 69.42% |
| May 31, 2023 | 69.42% |
| April 30, 2023 | 69.42% |
| March 31, 2023 | 69.42% |
| February 28, 2023 | 69.42% |
| January 31, 2023 | 69.42% |
| December 31, 2022 | 69.42% |
| November 30, 2022 | 69.42% |
| October 31, 2022 | 69.42% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.42% |
| August 31, 2022 | 69.42% |
| July 31, 2022 | 69.42% |
| June 30, 2022 | 69.42% |
| May 31, 2022 | 69.42% |
| April 30, 2022 | 69.42% |
| March 31, 2022 | 69.42% |
| February 28, 2022 | 69.42% |
| January 31, 2022 | 69.42% |
| December 31, 2021 | 69.42% |
| November 30, 2021 | 69.42% |
| October 31, 2021 | 69.42% |
| September 30, 2021 | 69.42% |
| August 31, 2021 | 69.42% |
| July 31, 2021 | 69.42% |
| June 30, 2021 | 69.42% |
| May 31, 2021 | 69.42% |
| April 30, 2021 | 69.42% |
| March 31, 2021 | 69.42% |
| February 28, 2021 | 69.42% |
| January 31, 2021 | 69.42% |
| December 31, 2020 | 69.42% |
| November 30, 2020 | 69.42% |
| October 31, 2020 | 69.42% |
| September 30, 2020 | 69.42% |
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
32.47%
Minimum
Nov 2019
69.42%
Maximum
Mar 2020
66.96%
Average
69.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| VICI Properties Inc | 60.21% |
| CTO Realty Growth Inc | 47.88% |
| Cousins Properties Inc | 54.25% |
| InvenTrust Properties Corp | 94.36% |
| Healthpeak Properties Inc | 54.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.020 |
| Beta (5Y) | 1.005 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.08% |
| Historical Sharpe Ratio (5Y) | 0.2551 |
| Historical Sortino (5Y) | 0.273 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.75% |