One Liberty Properties Inc (OLP)
28.59
+0.13
(+0.46%)
USD |
NYSE |
Nov 21, 16:00
28.58
-0.01
(-0.03%)
Pre-Market: 20:00
One Liberty Properties Max Drawdown (5Y): 59.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.89% |
September 30, 2024 | 59.89% |
August 31, 2024 | 59.89% |
July 31, 2024 | 59.89% |
June 30, 2024 | 59.89% |
May 31, 2024 | 59.89% |
April 30, 2024 | 59.89% |
March 31, 2024 | 59.89% |
February 29, 2024 | 59.89% |
January 31, 2024 | 59.89% |
December 31, 2023 | 59.89% |
November 30, 2023 | 59.89% |
October 31, 2023 | 59.89% |
September 30, 2023 | 59.89% |
August 31, 2023 | 59.89% |
July 31, 2023 | 59.89% |
June 30, 2023 | 59.89% |
May 31, 2023 | 59.89% |
April 30, 2023 | 59.89% |
March 31, 2023 | 59.89% |
February 28, 2023 | 59.89% |
January 31, 2023 | 59.89% |
December 31, 2022 | 59.89% |
November 30, 2022 | 59.89% |
October 31, 2022 | 59.89% |
Date | Value |
---|---|
September 30, 2022 | 59.89% |
August 31, 2022 | 59.89% |
July 31, 2022 | 59.89% |
June 30, 2022 | 59.89% |
May 31, 2022 | 59.89% |
April 30, 2022 | 59.89% |
March 31, 2022 | 59.89% |
February 28, 2022 | 59.89% |
January 31, 2022 | 59.89% |
December 31, 2021 | 59.89% |
November 30, 2021 | 59.89% |
October 31, 2021 | 59.89% |
September 30, 2021 | 59.89% |
August 31, 2021 | 59.89% |
July 31, 2021 | 59.89% |
June 30, 2021 | 59.89% |
May 31, 2021 | 59.89% |
April 30, 2021 | 59.89% |
March 31, 2021 | 59.89% |
February 28, 2021 | 59.89% |
January 31, 2021 | 59.89% |
December 31, 2020 | 59.89% |
November 30, 2020 | 59.89% |
October 31, 2020 | 59.89% |
September 30, 2020 | 59.89% |
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
18.90%
Minimum
Nov 2019
59.89%
Maximum
Mar 2020
57.16%
Average
59.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Franklin Street Properties Corp | 83.78% |
Service Properties Trust | 83.90% |
Host Hotels & Resorts Inc | 55.10% |
Sotherly Hotels Inc | 84.07% |
J. W. Mays Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.75 |
Beta (5Y) | 1.357 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.45% |
Historical Sharpe Ratio (5Y) | 0.1385 |
Historical Sortino (5Y) | 0.1512 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.63% |