Empire State Realty OP LP (OGCP)
9.50
-0.15
(-1.55%)
USD |
NYSEARCA |
May 16, 16:00
Empire State Realty OP Max Drawdown (5Y): 74.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 74.36% |
| March 31, 2024 | 74.36% |
| February 29, 2024 | 74.36% |
| January 31, 2024 | 74.36% |
| December 31, 2023 | 74.36% |
| November 30, 2023 | 74.36% |
| October 31, 2023 | 74.36% |
| September 30, 2023 | 74.36% |
| August 31, 2023 | 74.36% |
| July 31, 2023 | 74.36% |
| June 30, 2023 | 74.36% |
| May 31, 2023 | 74.36% |
| April 30, 2023 | 74.36% |
| March 31, 2023 | 74.36% |
| February 28, 2023 | 74.36% |
| January 31, 2023 | 74.36% |
| December 31, 2022 | 74.36% |
| November 30, 2022 | 74.36% |
| October 31, 2022 | 74.36% |
| September 30, 2022 | 74.36% |
| August 31, 2022 | 74.36% |
| July 31, 2022 | 74.36% |
| June 30, 2022 | 74.36% |
| May 31, 2022 | 74.36% |
| April 30, 2022 | 74.36% |
| Date | Value |
|---|---|
| March 31, 2022 | 74.36% |
| February 28, 2022 | 74.36% |
| January 31, 2022 | 74.36% |
| December 31, 2021 | 74.36% |
| November 30, 2021 | 74.36% |
| October 31, 2021 | 74.36% |
| September 30, 2021 | 74.36% |
| August 31, 2021 | 74.36% |
| July 31, 2021 | 74.36% |
| June 30, 2021 | 74.36% |
| May 31, 2021 | 74.36% |
| April 30, 2021 | 74.36% |
| March 31, 2021 | 74.36% |
| February 28, 2021 | 74.36% |
| January 31, 2021 | 74.36% |
| December 31, 2020 | 74.36% |
| November 30, 2020 | 74.36% |
| October 31, 2020 | 74.36% |
| September 30, 2020 | 71.07% |
| August 31, 2020 | 70.34% |
| July 31, 2020 | 69.61% |
| June 30, 2020 | 69.61% |
| May 31, 2020 | 68.50% |
| April 30, 2020 | 64.14% |
| March 31, 2020 | 64.14% |
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
56.42%
Minimum
Aug 2019
74.36%
Maximum
Oct 2020
70.69%
Average
74.36%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| CoStar Group Inc | 46.59% |
| New Concept Energy Inc | 96.36% |
| Gyrodyne LLC | 63.14% |
| InnSuites Hospitality Trust | 91.17% |
| Power REIT | 99.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.70 |
| Beta (5Y) | 1.372 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.28% |
| Historical Sharpe Ratio (5Y) | -0.2077 |
| Historical Sortino (5Y) | -0.3644 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.99% |