Macerich Co (MAC)
19.30
+0.69
(+3.71%)
USD |
NYSE |
Nov 07, 16:00
19.31
+0.01
(+0.05%)
After-Hours: 20:00
Macerich Max Drawdown (5Y): 92.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 92.92% |
| September 30, 2024 | 92.92% |
| August 31, 2024 | 92.92% |
| July 31, 2024 | 92.92% |
| June 30, 2024 | 92.92% |
| May 31, 2024 | 92.92% |
| April 30, 2024 | 92.92% |
| March 31, 2024 | 92.92% |
| February 29, 2024 | 92.92% |
| January 31, 2024 | 92.92% |
| December 31, 2023 | 92.92% |
| November 30, 2023 | 92.92% |
| October 31, 2023 | 92.92% |
| September 30, 2023 | 92.92% |
| August 31, 2023 | 92.92% |
| July 31, 2023 | 92.92% |
| June 30, 2023 | 92.92% |
| May 31, 2023 | 92.92% |
| April 30, 2023 | 92.92% |
| March 31, 2023 | 92.92% |
| February 28, 2023 | 92.92% |
| January 31, 2023 | 92.92% |
| December 31, 2022 | 92.92% |
| November 30, 2022 | 92.92% |
| October 31, 2022 | 92.92% |
| Date | Value |
|---|---|
| September 30, 2022 | 92.92% |
| August 31, 2022 | 92.92% |
| July 31, 2022 | 92.92% |
| June 30, 2022 | 92.92% |
| May 31, 2022 | 92.92% |
| April 30, 2022 | 92.92% |
| March 31, 2022 | 92.92% |
| February 28, 2022 | 92.92% |
| January 31, 2022 | 92.92% |
| December 31, 2021 | 92.92% |
| November 30, 2021 | 92.92% |
| October 31, 2021 | 92.92% |
| September 30, 2021 | 92.92% |
| August 31, 2021 | 92.92% |
| July 31, 2021 | 92.92% |
| June 30, 2021 | 92.92% |
| May 31, 2021 | 92.92% |
| April 30, 2021 | 92.92% |
| March 31, 2021 | 92.92% |
| February 28, 2021 | 92.92% |
| January 31, 2021 | 92.92% |
| December 31, 2020 | 92.92% |
| November 30, 2020 | 92.92% |
| October 31, 2020 | 92.92% |
| September 30, 2020 | 92.92% |
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
64.66%
Minimum
Nov 2019
92.92%
Maximum
Apr 2020
91.21%
Average
92.92%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Simon Property Group Inc | 77.02% |
| Alexandria Real Estate Equities Inc | 56.23% |
| Brandywine Realty Trust | 73.09% |
| Franklin Street Properties Corp | 83.78% |
| Creative Media & Community Trust | 96.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.49 |
| Beta (5Y) | 2.510 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.04% |
| Historical Sharpe Ratio (5Y) | -0.063 |
| Historical Sortino (5Y) | -0.0966 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.08% |