Realty Income Corp (O)
57.39
+0.51
(+0.90%)
USD |
NYSE |
Nov 21, 16:00
57.39
0.00 (0.00%)
Pre-Market: 20:00
Realty Income Max Drawdown (5Y): 48.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.28% |
| September 30, 2024 | 48.28% |
| August 31, 2024 | 48.28% |
| July 31, 2024 | 48.28% |
| June 30, 2024 | 48.28% |
| May 31, 2024 | 48.28% |
| April 30, 2024 | 48.28% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
48.28%
Maximum
Mar 2020
47.02%
Average
48.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Kimco Realty Corp | 69.40% |
| CBRE Group Inc | 53.57% |
| EastGroup Properties Inc | 38.10% |
| Invitation Homes Inc | 50.54% |
| National Storage Affiliates Trust | 55.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.15 |
| Beta (5Y) | 0.9892 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.67% |
| Historical Sharpe Ratio (5Y) | -0.1268 |
| Historical Sortino (5Y) | -0.1455 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.22% |