Kite Realty Group Trust (KRG)
21.72
+0.03
(+0.14%)
USD |
NYSE |
Apr 24, 16:00
21.72
0.00 (0.00%)
After-Hours: 20:00
Kite Realty Group Trust Max Drawdown (5Y): 68.71% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 68.71% |
February 29, 2024 | 68.71% |
January 31, 2024 | 68.71% |
December 31, 2023 | 68.71% |
November 30, 2023 | 68.71% |
October 31, 2023 | 68.71% |
September 30, 2023 | 68.71% |
August 31, 2023 | 68.71% |
July 31, 2023 | 68.71% |
June 30, 2023 | 68.71% |
May 31, 2023 | 68.71% |
April 30, 2023 | 68.71% |
March 31, 2023 | 68.71% |
February 28, 2023 | 68.71% |
January 31, 2023 | 68.71% |
December 31, 2022 | 68.71% |
November 30, 2022 | 68.71% |
October 31, 2022 | 68.71% |
September 30, 2022 | 68.71% |
August 31, 2022 | 68.71% |
July 31, 2022 | 68.71% |
June 30, 2022 | 68.71% |
May 31, 2022 | 68.71% |
April 30, 2022 | 68.71% |
March 31, 2022 | 68.71% |
Date | Value |
---|---|
February 28, 2022 | 68.71% |
January 31, 2022 | 68.71% |
December 31, 2021 | 68.71% |
November 30, 2021 | 68.71% |
October 31, 2021 | 68.71% |
September 30, 2021 | 68.71% |
August 31, 2021 | 68.71% |
July 31, 2021 | 68.71% |
June 30, 2021 | 68.71% |
May 31, 2021 | 68.71% |
April 30, 2021 | 68.71% |
March 31, 2021 | 68.71% |
February 28, 2021 | 68.71% |
January 31, 2021 | 68.71% |
December 31, 2020 | 68.71% |
November 30, 2020 | 68.71% |
October 31, 2020 | 68.71% |
September 30, 2020 | 68.71% |
August 31, 2020 | 68.71% |
July 31, 2020 | 68.71% |
June 30, 2020 | 68.71% |
May 31, 2020 | 68.71% |
April 30, 2020 | 68.71% |
March 31, 2020 | 64.86% |
February 29, 2020 | 48.21% |
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
48.21%
Minimum
Apr 2019
68.71%
Maximum
Apr 2020
64.89%
Average
68.71%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Federal Realty Investment Trust | 56.51% |
Brixmor Property Group Inc | 66.60% |
Franklin Street Properties Corp | 83.78% |
Service Properties Trust | 83.90% |
J. W. Mays Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.491 |
Beta (5Y) | 1.290 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.24% |
Historical Sharpe Ratio (5Y) | 0.2268 |
Historical Sortino (5Y) | 0.3117 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.99% |