Realty Income Corp (O)
58.82
-0.47
(-0.79%)
USD |
NYSE |
Nov 05, 16:00
58.81
-0.01
(-0.02%)
After-Hours: 16:23
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% |
Invitation Homes Inc | 50.54% |
Equinix Inc | 41.77% |
Iron Mountain Inc | 37.87% |
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% |