NNN REIT Inc (NNN)
41.04
+0.08
(+0.21%)
USD |
NYSE |
Apr 24, 12:35
NNN REIT Max Drawdown (5Y): 54.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 54.99% |
February 29, 2024 | 54.99% |
January 31, 2024 | 54.99% |
December 31, 2023 | 54.99% |
November 30, 2023 | 54.99% |
October 31, 2023 | 54.99% |
September 30, 2023 | 54.99% |
August 31, 2023 | 54.99% |
July 31, 2023 | 54.99% |
June 30, 2023 | 54.99% |
May 31, 2023 | 54.99% |
April 30, 2023 | 54.99% |
March 31, 2023 | 54.99% |
February 28, 2023 | 54.99% |
January 31, 2023 | 54.99% |
December 31, 2022 | 54.99% |
November 30, 2022 | 54.99% |
October 31, 2022 | 54.99% |
September 30, 2022 | 54.99% |
August 31, 2022 | 54.99% |
July 31, 2022 | 54.99% |
June 30, 2022 | 54.99% |
May 31, 2022 | 54.99% |
April 30, 2022 | 54.99% |
March 31, 2022 | 54.99% |
Date | Value |
---|---|
February 28, 2022 | 54.99% |
January 31, 2022 | 54.99% |
December 31, 2021 | 54.99% |
November 30, 2021 | 54.99% |
October 31, 2021 | 54.99% |
September 30, 2021 | 54.99% |
August 31, 2021 | 54.99% |
July 31, 2021 | 54.99% |
June 30, 2021 | 54.99% |
May 31, 2021 | 54.99% |
April 30, 2021 | 54.99% |
March 31, 2021 | 54.99% |
February 28, 2021 | 54.99% |
January 31, 2021 | 54.99% |
December 31, 2020 | 54.99% |
November 30, 2020 | 54.99% |
October 31, 2020 | 54.99% |
September 30, 2020 | 54.99% |
August 31, 2020 | 54.99% |
July 31, 2020 | 54.99% |
June 30, 2020 | 54.99% |
May 31, 2020 | 54.99% |
April 30, 2020 | 54.99% |
March 31, 2020 | 54.99% |
February 29, 2020 | 29.15% |
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
29.15%
Minimum
Apr 2019
54.99%
Maximum
Mar 2020
50.25%
Average
54.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Omega Healthcare Investors Inc | 66.92% |
Agree Realty Corp | 39.00% |
Simon Property Group Inc | 77.02% |
First Industrial Realty Trust Inc | 41.12% |
Federal Realty Investment Trust | 56.51% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.28 |
Beta (5Y) | 0.9962 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.66% |
Historical Sharpe Ratio (5Y) | -0.0744 |
Historical Sortino (5Y) | -0.0817 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.37% |