Macerich Co (MAC)
16.22
+0.58
(+3.71%)
USD |
NYSE |
Jul 26, 16:00
16.22
0.00 (0.00%)
After-Hours: 20:00
Macerich Max Drawdown (5Y): 92.92% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
September 30, 2022 | 92.92% |
August 31, 2022 | 92.92% |
July 31, 2022 | 92.92% |
June 30, 2022 | 92.92% |
Date | Value |
---|---|
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% |
August 31, 2020 | 92.92% |
July 31, 2020 | 92.92% |
June 30, 2020 | 92.92% |
May 31, 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
58.42%
Minimum
Jul 2019
92.92%
Maximum
Apr 2020
89.15%
Average
92.92%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Federal Realty Investment Trust | 56.51% |
Acadia Realty Trust | 71.00% |
Kite Realty Group Trust | 68.71% |
Regency Centers Corp | 57.06% |
Tanger Inc | 87.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -43.47 |
Beta (5Y) | 2.520 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.18% |
Historical Sharpe Ratio (5Y) | -0.1684 |
Historical Sortino (5Y) | -0.2635 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.08% |