Healthcare Realty Trust Inc (HR)
16.52
+0.20
(+1.26%)
USD |
NYSE |
Mar 13, 10:18
Healthcare Realty Trust Max Drawdown (5Y): 57.77% for Feb. 28, 2025
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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
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Max Drawdown (5Y) Benchmarks
| Crown Castle Inc | 55.47% |
| Weyerhaeuser Co | 61.68% |
| VICI Properties Inc | 60.21% |
| SBA Communications Corp | 50.79% |
| Healthpeak Properties Inc | 54.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.89 |
| Beta (5Y) | 0.8512 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.63% |
| Historical Sharpe Ratio (5Y) | -0.4536 |
| Historical Sortino (5Y) | -0.6742 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.31% |