Medical Properties Trust Inc (MPW)
4.23
-0.03
(-0.70%)
USD |
NYSE |
Nov 21, 16:00
4.27
+0.04
(+0.95%)
After-Hours: 20:00
Medical Properties Trust Max Drawdown (5Y): 84.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 84.46% |
September 30, 2024 | 84.46% |
August 31, 2024 | 84.46% |
July 31, 2024 | 84.46% |
June 30, 2024 | 84.46% |
May 31, 2024 | 84.46% |
April 30, 2024 | 84.46% |
March 31, 2024 | 84.46% |
February 29, 2024 | 84.46% |
January 31, 2024 | 84.46% |
December 31, 2023 | 80.00% |
November 30, 2023 | 80.00% |
October 31, 2023 | 78.13% |
September 30, 2023 | 75.34% |
August 31, 2023 | 67.57% |
July 31, 2023 | 66.30% |
June 30, 2023 | 66.30% |
May 31, 2023 | 66.30% |
April 30, 2023 | 66.25% |
March 31, 2023 | 66.25% |
February 28, 2023 | 55.63% |
January 31, 2023 | 55.63% |
December 31, 2022 | 55.63% |
November 30, 2022 | 55.63% |
October 31, 2022 | 55.63% |
Date | Value |
---|---|
September 30, 2022 | 49.94% |
August 31, 2022 | 45.39% |
July 31, 2022 | 45.39% |
June 30, 2022 | 45.39% |
May 31, 2022 | 45.39% |
April 30, 2022 | 45.39% |
March 31, 2022 | 45.39% |
February 28, 2022 | 45.39% |
January 31, 2022 | 45.39% |
December 31, 2021 | 45.39% |
November 30, 2021 | 45.39% |
October 31, 2021 | 45.39% |
September 30, 2021 | 45.39% |
August 31, 2021 | 45.39% |
July 31, 2021 | 45.39% |
June 30, 2021 | 45.39% |
May 31, 2021 | 45.39% |
April 30, 2021 | 45.39% |
March 31, 2021 | 45.39% |
February 28, 2021 | 45.39% |
January 31, 2021 | 45.39% |
December 31, 2020 | 45.39% |
November 30, 2020 | 45.39% |
October 31, 2020 | 45.39% |
September 30, 2020 | 45.39% |
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
32.35%
Minimum
Nov 2019
84.46%
Maximum
Jan 2024
56.27%
Average
45.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Kilroy Realty Corp | 66.57% |
NNN REIT Inc | 54.99% |
Sunstone Hotel Investors Inc | 55.95% |
Franklin Street Properties Corp | 83.78% |
J. W. Mays Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.18 |
Beta (5Y) | 1.322 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.13% |
Historical Sharpe Ratio (5Y) | -0.4694 |
Historical Sortino (5Y) | -0.6407 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.37% |