Innovative Industrial Properties Inc (IIPR)
49.36
+0.66
(+1.36%)
USD |
NYSE |
Apr 11, 16:00
48.51
-0.85
(-1.72%)
Pre-Market: 20:00
Innovative Industrial Properties Max Drawdown (5Y): 75.56% for March 31, 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
| Equinix Inc | 41.77% |
| Iron Mountain Inc | 37.87% |
| Lamar Advertising Co | 59.82% |
| PotlatchDeltic Corp | 44.63% |
| PennyMac Mortgage Investment Trust | 70.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.71 |
| Beta (5Y) | 1.590 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.73% |
| Historical Sharpe Ratio (5Y) | -0.0734 |
| Historical Sortino (5Y) | -0.1105 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.57% |