Independence Realty Trust Inc (IRT)
20.96
-0.02
(-0.10%)
USD |
NYSE |
Mar 26, 16:00
20.96
0.00 (0.00%)
Pre-Market: 20:00
Independence Realty Trust Max Drawdown (5Y): 56.38% for Feb. 28, 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
| Camden Property Trust | 50.23% |
| Mid-America Apartment Communities Inc | 45.40% |
| AvalonBay Communities Inc | 46.91% |
| Equity Residential | 45.85% |
| Essex Property Trust Inc | 44.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.106 |
| Beta (5Y) | 1.190 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.58% |
| Historical Sharpe Ratio (5Y) | 0.4168 |
| Historical Sortino (5Y) | 0.6637 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.10% |