Global Net Lease Inc (GNL)
7.43
+0.04
(+0.54%)
USD |
NYSE |
May 10, 10:25
Global Net Lease Max Drawdown (5Y): 58.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.38% |
March 31, 2024 | 58.38% |
February 29, 2024 | 58.38% |
January 31, 2024 | 58.38% |
December 31, 2023 | 58.38% |
November 30, 2023 | 58.38% |
October 31, 2023 | 58.38% |
September 30, 2023 | 58.38% |
August 31, 2023 | 58.38% |
July 31, 2023 | 58.38% |
June 30, 2023 | 58.38% |
May 31, 2023 | 58.38% |
April 30, 2023 | 58.38% |
March 31, 2023 | 58.38% |
February 28, 2023 | 58.38% |
January 31, 2023 | 58.38% |
December 31, 2022 | 58.38% |
November 30, 2022 | 58.38% |
October 31, 2022 | 58.38% |
September 30, 2022 | 58.38% |
August 31, 2022 | 58.38% |
July 31, 2022 | 58.38% |
June 30, 2022 | 58.38% |
May 31, 2022 | 58.38% |
April 30, 2022 | 58.38% |
Date | Value |
---|---|
March 31, 2022 | 58.38% |
February 28, 2022 | 58.38% |
January 31, 2022 | 58.38% |
December 31, 2021 | 58.38% |
November 30, 2021 | 58.38% |
October 31, 2021 | 58.38% |
September 30, 2021 | 58.38% |
August 31, 2021 | 58.38% |
July 31, 2021 | 58.38% |
June 30, 2021 | 58.38% |
May 31, 2021 | 58.38% |
April 30, 2021 | 58.38% |
March 31, 2021 | 58.38% |
February 28, 2021 | 58.38% |
January 31, 2021 | 58.38% |
December 31, 2020 | 58.38% |
November 30, 2020 | 58.38% |
October 31, 2020 | 58.38% |
September 30, 2020 | 58.38% |
August 31, 2020 | 58.38% |
July 31, 2020 | 58.38% |
June 30, 2020 | 58.38% |
May 31, 2020 | 58.38% |
April 30, 2020 | 58.38% |
March 31, 2020 | 58.38% |
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
30.89%
Minimum
May 2019
58.38%
Maximum
Mar 2020
53.80%
Average
58.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Office Properties Income Trust | 92.01% |
Ares Commercial Real Estate Corp | 75.68% |
Medical Properties Trust Inc | 84.46% |
Hudson Pacific Properties Inc | 87.13% |
New Concept Energy Inc | 96.36% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.20 |
Beta (5Y) | 1.349 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.73% |
Historical Sharpe Ratio (5Y) | -0.2927 |
Historical Sortino (5Y) | -0.3706 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.34% |