Medical Properties Trust Inc (MPW)
4.58
-0.05
(-1.08%)
USD |
NYSE |
Nov 05, 09:45
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
| Service Properties Trust | 83.90% |
| Kilroy Realty Corp | 66.57% |
| NNN REIT Inc | 54.99% |
| Simon Property Group Inc | 77.02% |
| Franklin Street Properties Corp | 83.78% |
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% |