LXP Industrial Trust (LXP)
9.205
+0.02
(+0.27%)
USD |
NYSE |
Nov 21, 16:00
9.205
0.00 (0.00%)
After-Hours: 17:08
LXP Industrial Trust Max Drawdown (5Y): 47.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.19% |
| September 30, 2024 | 47.19% |
| August 31, 2024 | 47.19% |
| July 31, 2024 | 47.19% |
| June 30, 2024 | 47.19% |
| May 31, 2024 | 47.19% |
| April 30, 2024 | 47.19% |
| March 31, 2024 | 47.19% |
| February 29, 2024 | 47.19% |
| January 31, 2024 | 47.19% |
| December 31, 2023 | 47.19% |
| November 30, 2023 | 47.19% |
| October 31, 2023 | 47.19% |
| September 30, 2023 | 44.29% |
| August 31, 2023 | 44.29% |
| July 31, 2023 | 44.29% |
| June 30, 2023 | 44.29% |
| May 31, 2023 | 44.29% |
| April 30, 2023 | 44.29% |
| March 31, 2023 | 44.29% |
| February 28, 2023 | 44.29% |
| January 31, 2023 | 44.29% |
| December 31, 2022 | 44.29% |
| November 30, 2022 | 44.29% |
| October 31, 2022 | 44.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 44.29% |
| August 31, 2022 | 37.21% |
| July 31, 2022 | 37.21% |
| June 30, 2022 | 37.21% |
| May 31, 2022 | 30.96% |
| April 30, 2022 | 30.89% |
| March 31, 2022 | 30.89% |
| February 28, 2022 | 30.89% |
| January 31, 2022 | 30.89% |
| December 31, 2021 | 30.89% |
| November 30, 2021 | 30.89% |
| October 31, 2021 | 30.89% |
| September 30, 2021 | 30.89% |
| August 31, 2021 | 30.89% |
| July 31, 2021 | 30.89% |
| June 30, 2021 | 30.89% |
| May 31, 2021 | 30.89% |
| April 30, 2021 | 30.89% |
| March 31, 2021 | 30.89% |
| February 28, 2021 | 31.87% |
| January 31, 2021 | 41.82% |
| December 31, 2020 | 41.82% |
| November 30, 2020 | 41.82% |
| October 31, 2020 | 41.82% |
| September 30, 2020 | 41.82% |
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
30.89%
Minimum
Mar 2021
47.19%
Maximum
Oct 2023
40.39%
Average
41.82%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Stag Industrial Inc | 45.07% |
| Gladstone Commercial Corp | 66.25% |
| Starwood Property Trust Inc | 66.34% |
| Rexford Industrial Realty Inc | 48.37% |
| New Concept Energy Inc | 96.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.04 |
| Beta (5Y) | 0.8753 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.74% |
| Historical Sharpe Ratio (5Y) | -0.0278 |
| Historical Sortino (5Y) | -0.0431 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.40% |