Realty Income Corp. (O)
53.36
-0.90
(-1.65%)
USD |
NYSE |
Oct 07, 16:00
53.42
+0.07
(+0.13%)
After-Hours: 16:08
Realty Income Max Drawdown (5Y) : 34.49% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 34.49% |
| August 31, 2026 | 34.49% |
| July 31, 2026 | 34.49% |
| June 30, 2026 | 34.49% |
| May 31, 2026 | 34.49% |
| April 30, 2026 | 34.49% |
| March 31, 2026 | 34.49% |
| February 28, 2026 | 34.49% |
| January 31, 2026 | 34.49% |
| December 31, 2025 | 34.49% |
| November 30, 2025 | 34.49% |
| October 31, 2025 | 34.49% |
| September 30, 2025 | 34.49% |
| August 31, 2025 | 34.49% |
| July 31, 2025 | 34.49% |
| June 30, 2025 | 34.49% |
| May 31, 2025 | 34.49% |
| April 30, 2025 | 38.62% |
| March 31, 2025 | 46.70% |
| February 28, 2025 | 48.28% |
| January 31, 2025 | 48.28% |
| December 31, 2024 | 48.28% |
| November 30, 2024 | 48.28% |
| October 31, 2024 | 48.28% |
| September 30, 2024 | 48.28% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 48.28% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Agree Realty Corp. | 29.52% |
| NNN REIT, Inc. | 29.33% |
| Simon Property Group, Inc. | 45.83% |
| EPR Properties | 49.31% |
| Regency Centers Corp. | 30.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.382 |
| Beta (5Y) | 0.6894 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.86% |
| Historical Sharpe Ratio (5Y) | -0.0747 |
| Historical Sortino (5Y) | -0.1233 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.29% |