Macerich Co (MAC)

20.26 +0.34 (+1.71%) USD  |  NYSE  |  Dec 20, 16:00
20.26 0.00 (0.00%) After-Hours: 20:00
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Macerich Max Drawdown (5Y): 92.92% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Simon Property Group Inc 77.02%
Alexandria Real Estate Equities Inc 56.23%
Franklin Street Properties Corp 83.78%
Creative Media & Community Trust 98.23%
Regency Centers Corp 57.06%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -35.25
Beta (5Y) 2.522
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 65.03%
Historical Sharpe Ratio (5Y) -0.024
Historical Sortino (5Y) -0.0365
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.08%