Realty Income Corp. (O)
63.09
-0.14
(-0.22%)
USD |
NYSE |
Feb 09, 16:00
63.14
+0.05
(+0.08%)
Pre-Market: 05:21
Realty Income Max Drawdown (5Y) : 34.49% for Jan. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Kimco Realty Corp. | 34.45% |
| Essential Properties Realty Trust, Inc. | 38.38% |
| Global Medical REIT, Inc. | 58.92% |
| Broadstone Net Lease, Inc. | 43.56% |
| EastGroup Properties, Inc. | 38.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.967 |
| Beta (5Y) | 0.7932 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.36% |
| Historical Sharpe Ratio (5Y) | 0.1714 |
| Historical Sortino (5Y) | 0.2769 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.98% |