Innovative Industrial Properties, Inc. (IIPR)
50.52
-0.48
(-0.94%)
USD |
NYSE |
Oct 02, 16:00
50.67
+0.15
(+0.30%)
After-Hours: 20:00
Innovative Industrial Properties Max Drawdown (5Y) : 78.83% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 78.83% |
| August 31, 2026 | 78.83% |
| July 31, 2026 | 78.83% |
| June 30, 2026 | 78.83% |
| May 31, 2026 | 78.83% |
| April 30, 2026 | 78.83% |
| March 31, 2026 | 78.83% |
| February 28, 2026 | 78.83% |
| January 31, 2026 | 78.83% |
| December 31, 2025 | 78.83% |
| November 30, 2025 | 78.83% |
| October 31, 2025 | 78.83% |
| September 30, 2025 | 78.83% |
| August 31, 2025 | 78.83% |
| July 31, 2025 | 78.56% |
| June 30, 2025 | 78.56% |
| May 31, 2025 | 78.56% |
| April 30, 2025 | 78.56% |
| March 31, 2025 | 75.85% |
| February 28, 2025 | 75.49% |
| January 31, 2025 | 75.49% |
| December 31, 2024 | 75.49% |
| November 30, 2024 | 75.49% |
| October 31, 2024 | 75.49% |
| September 30, 2024 | 75.49% |
| Date | Value |
|---|---|
| August 31, 2024 | 75.49% |
| July 31, 2024 | 75.49% |
| June 30, 2024 | 75.49% |
| May 31, 2024 | 75.49% |
| April 30, 2024 | 75.49% |
| March 31, 2024 | 75.49% |
| February 29, 2024 | 75.49% |
| January 31, 2024 | 75.49% |
| December 31, 2023 | 75.49% |
| November 30, 2023 | 75.49% |
| October 31, 2023 | 75.49% |
| September 30, 2023 | 75.49% |
| August 31, 2023 | 75.49% |
| July 31, 2023 | 75.49% |
| June 30, 2023 | 75.49% |
| May 31, 2023 | 75.49% |
| April 30, 2023 | 75.49% |
| March 31, 2023 | 72.37% |
| February 28, 2023 | 69.39% |
| January 31, 2023 | 68.20% |
| December 31, 2022 | 68.20% |
| November 30, 2022 | 68.20% |
| October 31, 2022 | 68.20% |
| September 30, 2022 | 68.20% |
| August 31, 2022 | 67.94% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Prologis, Inc. | 43.27% |
| Terreno Realty Corp. | 39.05% |
| STAG Industrial, Inc. | 42.23% |
| Industrial Logistics Properties Trust | 93.78% |
| One Liberty Properties, Inc. | 43.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.03 |
| Beta (5Y) | 1.373 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.26% |
| Historical Sharpe Ratio (5Y) | -0.5536 |
| Historical Sortino (5Y) | -0.7688 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.46% |