Realty Income Corp (O)
53.72
-0.08
(-0.15%)
USD |
NYSE |
Apr 26, 16:00
53.75
+0.03
(+0.06%)
After-Hours: 19:19
Realty Income Max Drawdown (5Y): 48.28% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 48.28% |
February 29, 2024 | 48.28% |
January 31, 2024 | 48.28% |
December 31, 2023 | 48.28% |
November 30, 2023 | 48.28% |
October 31, 2023 | 48.28% |
September 30, 2023 | 48.28% |
August 31, 2023 | 48.28% |
July 31, 2023 | 48.28% |
June 30, 2023 | 48.28% |
May 31, 2023 | 48.28% |
April 30, 2023 | 48.28% |
March 31, 2023 | 48.28% |
February 28, 2023 | 48.28% |
January 31, 2023 | 48.28% |
December 31, 2022 | 48.28% |
November 30, 2022 | 48.28% |
October 31, 2022 | 48.28% |
September 30, 2022 | 48.28% |
August 31, 2022 | 48.28% |
July 31, 2022 | 48.28% |
June 30, 2022 | 48.28% |
May 31, 2022 | 48.28% |
April 30, 2022 | 48.28% |
March 31, 2022 | 48.28% |
Date | Value |
---|---|
February 28, 2022 | 48.28% |
January 31, 2022 | 48.28% |
December 31, 2021 | 48.28% |
November 30, 2021 | 48.28% |
October 31, 2021 | 48.28% |
September 30, 2021 | 48.28% |
August 31, 2021 | 48.28% |
July 31, 2021 | 48.28% |
June 30, 2021 | 48.28% |
May 31, 2021 | 48.28% |
April 30, 2021 | 48.28% |
March 31, 2021 | 48.28% |
February 28, 2021 | 48.28% |
January 31, 2021 | 48.28% |
December 31, 2020 | 48.28% |
November 30, 2020 | 48.28% |
October 31, 2020 | 48.28% |
September 30, 2020 | 48.28% |
August 31, 2020 | 48.28% |
July 31, 2020 | 48.28% |
June 30, 2020 | 48.28% |
May 31, 2020 | 48.28% |
April 30, 2020 | 48.28% |
March 31, 2020 | 48.28% |
February 29, 2020 | 29.50% |
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
29.50%
Minimum
Apr 2019
48.28%
Maximum
Mar 2020
44.83%
Average
48.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Kimco Realty Corp | 69.40% |
Iron Mountain Inc | 37.87% |
Invitation Homes Inc | 50.54% |
CBRE Group Inc | 53.57% |
Equinix Inc | 41.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.89 |
Beta (5Y) | 0.9216 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.51% |
Historical Sharpe Ratio (5Y) | -0.1078 |
Historical Sortino (5Y) | -0.1248 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.22% |