Healthcare Realty Trust Inc (HR)
17.80
+0.24
(+1.37%)
USD |
NYSE |
Nov 21, 16:00
17.80
0.00 (0.00%)
After-Hours: 20:00
Healthcare Realty Trust Max Drawdown (5Y): 57.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.77% |
| September 30, 2024 | 57.77% |
| August 31, 2024 | 57.77% |
| July 31, 2024 | 57.77% |
| June 30, 2024 | 57.77% |
| May 31, 2024 | 57.77% |
| April 30, 2024 | 57.77% |
| March 31, 2024 | 57.77% |
| February 29, 2024 | 57.12% |
| January 31, 2024 | 55.91% |
| December 31, 2023 | 55.91% |
| November 30, 2023 | 55.91% |
| October 31, 2023 | 55.91% |
| September 30, 2023 | 54.03% |
| August 31, 2023 | 48.20% |
| July 31, 2023 | 45.37% |
| June 30, 2023 | 45.37% |
| May 31, 2023 | 45.37% |
| April 30, 2023 | 45.37% |
| March 31, 2023 | 45.37% |
| February 28, 2023 | 45.37% |
| January 31, 2023 | 45.37% |
| December 31, 2022 | 45.37% |
| November 30, 2022 | 45.19% |
| October 31, 2022 | 45.19% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.81% |
| August 31, 2022 | 34.81% |
| July 31, 2022 | 34.81% |
| June 30, 2022 | 34.81% |
| May 31, 2022 | 34.81% |
| April 30, 2022 | 34.81% |
| March 31, 2022 | 34.81% |
| February 28, 2022 | 34.81% |
| January 31, 2022 | 34.81% |
| December 31, 2021 | 34.81% |
| November 30, 2021 | 34.81% |
| October 31, 2021 | 34.81% |
| September 30, 2021 | 34.81% |
| August 31, 2021 | 34.81% |
| July 31, 2021 | 34.81% |
| June 30, 2021 | 34.81% |
| May 31, 2021 | 34.81% |
| April 30, 2021 | 34.81% |
| March 31, 2021 | 34.81% |
| February 28, 2021 | 34.81% |
| January 31, 2021 | 34.81% |
| December 31, 2020 | 34.81% |
| November 30, 2020 | 34.81% |
| October 31, 2020 | 34.81% |
| September 30, 2020 | 34.81% |
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
26.00%
Minimum
Nov 2019
57.77%
Maximum
Mar 2024
41.44%
Average
34.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| FRP Holdings Inc | 53.97% |
| eXp World Holdings Inc | 88.17% |
| The RMR Group Inc | 75.76% |
| Alset Inc | -- |
| Safe & Green Development Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.99 |
| Beta (5Y) | 0.7946 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.03% |
| Historical Sharpe Ratio (5Y) | -0.4124 |
| Historical Sortino (5Y) | -0.5532 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.73% |