Innovative Industrial Properties Inc (IIPR)
131.01
+0.38
(+0.29%)
USD |
NYSE |
Nov 05, 11:16
Innovative Industrial Properties Max Drawdown (5Y): 75.41% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.41% |
| September 30, 2024 | 75.41% |
| August 31, 2024 | 75.41% |
| July 31, 2024 | 75.41% |
| June 30, 2024 | 75.41% |
| May 31, 2024 | 75.41% |
| April 30, 2024 | 75.41% |
| March 31, 2024 | 75.41% |
| February 29, 2024 | 75.41% |
| January 31, 2024 | 75.41% |
| December 31, 2023 | 75.41% |
| November 30, 2023 | 75.41% |
| October 31, 2023 | 75.41% |
| September 30, 2023 | 75.41% |
| August 31, 2023 | 75.41% |
| July 31, 2023 | 75.41% |
| June 30, 2023 | 75.41% |
| May 31, 2023 | 75.41% |
| April 30, 2023 | 75.41% |
| March 31, 2023 | 72.29% |
| February 28, 2023 | 69.29% |
| January 31, 2023 | 68.20% |
| December 31, 2022 | 68.20% |
| November 30, 2022 | 68.20% |
| October 31, 2022 | 68.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.20% |
| August 31, 2022 | 67.94% |
| July 31, 2022 | 67.94% |
| June 30, 2022 | 65.46% |
| May 31, 2022 | 65.46% |
| April 30, 2022 | 65.46% |
| March 31, 2022 | 65.46% |
| February 28, 2022 | 65.46% |
| January 31, 2022 | 65.46% |
| December 31, 2021 | 65.46% |
| November 30, 2021 | 65.46% |
| October 31, 2021 | 65.46% |
| September 30, 2021 | 65.46% |
| August 31, 2021 | 65.46% |
| July 31, 2021 | 65.46% |
| June 30, 2021 | 65.46% |
| May 31, 2021 | 65.46% |
| April 30, 2021 | 65.46% |
| March 31, 2021 | 65.46% |
| February 28, 2021 | 65.46% |
| January 31, 2021 | 65.46% |
| December 31, 2020 | 65.46% |
| November 30, 2020 | 65.46% |
| October 31, 2020 | 65.46% |
| September 30, 2020 | 65.46% |
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
50.41%
Minimum
Nov 2019
75.41%
Maximum
Apr 2023
68.10%
Average
65.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Iron Mountain Inc | 37.87% |
| Lamar Advertising Co | 65.88% |
| Equinix Inc | 41.77% |
| PotlatchDeltic Corp | 50.09% |
| Invitation Homes Inc | 50.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.388 |
| Beta (5Y) | 1.366 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.49% |
| Historical Sharpe Ratio (5Y) | 0.3428 |
| Historical Sortino (5Y) | 0.5277 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.13% |