InvenTrust Properties Corp (IVT)
29.81
+0.11
(+0.37%)
USD |
NYSE |
Nov 05, 14:39
InvenTrust Properties Max Drawdown (5Y): 94.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.36% |
| September 30, 2024 | 94.36% |
| August 31, 2024 | 94.36% |
| July 31, 2024 | 94.36% |
| June 30, 2024 | 94.36% |
| May 31, 2024 | 94.36% |
| April 30, 2024 | 94.36% |
| March 31, 2024 | 94.36% |
| February 29, 2024 | 94.36% |
| January 31, 2024 | 94.36% |
| December 31, 2023 | 94.36% |
| November 30, 2023 | 94.36% |
| October 31, 2023 | 94.36% |
| September 30, 2023 | 94.36% |
| August 31, 2023 | 94.36% |
| July 31, 2023 | 94.36% |
| June 30, 2023 | 94.36% |
| May 31, 2023 | 94.36% |
| April 30, 2023 | 94.36% |
| March 31, 2023 | 94.36% |
| February 28, 2023 | 94.36% |
| January 31, 2023 | 94.36% |
| December 31, 2022 | 94.36% |
| November 30, 2022 | 94.36% |
| October 31, 2022 | 94.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.36% |
| August 31, 2022 | 94.36% |
| July 31, 2022 | 94.36% |
| June 30, 2022 | 94.36% |
| May 31, 2022 | 94.36% |
| April 30, 2022 | 94.36% |
| March 31, 2022 | 94.36% |
| February 28, 2022 | 94.36% |
| January 31, 2022 | 94.36% |
| December 31, 2021 | 94.36% |
| November 30, 2021 | 94.36% |
| October 31, 2021 | 94.36% |
| September 30, 2021 | 94.36% |
| August 31, 2021 | 94.36% |
| July 31, 2021 | 72.42% |
| June 30, 2021 | 99.99% |
| May 31, 2021 | 99.99% |
| April 30, 2021 | 99.99% |
| March 31, 2021 | 99.99% |
| February 28, 2021 | 99.99% |
| January 31, 2021 | 99.99% |
| December 31, 2020 | 99.99% |
| November 30, 2020 | 99.99% |
| October 31, 2020 | 99.99% |
| September 30, 2020 | 99.99% |
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
72.42%
Minimum
Jul 2021
99.99%
Maximum
Nov 2019
95.87%
Average
94.36%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| CTO Realty Growth Inc | 47.88% |
| Cousins Properties Inc | 54.25% |
| Gaming and Leisure Properties Inc | 69.42% |
| VICI Properties Inc | 60.21% |
| Healthpeak Properties Inc | 54.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 91.65 |
| Beta (5Y) | -6.006 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 582.2% |
| Historical Sharpe Ratio (5Y) | 0.0242 |
| Historical Sortino (5Y) | 0.2379 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.47% |