Kite Realty Group Trust (KRG)
27.19
+0.03
(+0.11%)
USD |
NYSE |
Nov 21, 16:00
27.19
0.00 (0.00%)
Pre-Market: 20:00
Kite Realty Group Trust Max Drawdown (5Y): 68.71% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.71% |
| September 30, 2024 | 68.71% |
| August 31, 2024 | 68.71% |
| July 31, 2024 | 68.71% |
| June 30, 2024 | 68.71% |
| May 31, 2024 | 68.71% |
| April 30, 2024 | 68.71% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
68.71%
Maximum
Apr 2020
67.28%
Average
68.71%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Brixmor Property Group Inc | 66.60% |
| Agree Realty Corp | 39.00% |
| Federal Realty Investment Trust | 56.51% |
| Regency Centers Corp | 57.06% |
| Piedmont Office Realty Trust Inc | 73.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.426 |
| Beta (5Y) | 1.288 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.75% |
| Historical Sharpe Ratio (5Y) | 0.2504 |
| Historical Sortino (5Y) | 0.3343 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.99% |