Innovative Industrial Properties Inc (IIPR)

73.66 -21.68 (-22.74%) USD  |  NYSE  |  Dec 20, 16:00
73.68 +0.02 (+0.03%) After-Hours: 20:00
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Innovative Industrial Properties Max Drawdown (5Y): 75.41% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Equinix Inc 41.77%
Lamar Advertising Co 65.88%
PotlatchDeltic Corp 50.09%
Invitation Homes Inc 50.54%
Clipper Realty Inc 66.95%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.564
Beta (5Y) 1.305
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 44.92%
Historical Sharpe Ratio (5Y) 0.2417
Historical Sortino (5Y) 0.3746
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.92%