Piedmont Office Realty Trust Inc (PDM)
9.47
-0.04
(-0.42%)
USD |
NYSE |
Nov 22, 09:40
Piedmont Office Realty Trust Max Drawdown (5Y): 73.98% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 73.98% |
September 30, 2024 | 73.98% |
August 31, 2024 | 73.98% |
July 31, 2024 | 73.98% |
June 30, 2024 | 73.98% |
May 31, 2024 | 73.98% |
April 30, 2024 | 73.98% |
March 31, 2024 | 73.98% |
February 29, 2024 | 73.98% |
January 31, 2024 | 73.98% |
December 31, 2023 | 73.98% |
November 30, 2023 | 73.98% |
October 31, 2023 | 73.98% |
September 30, 2023 | 71.92% |
August 31, 2023 | 70.25% |
July 31, 2023 | 70.25% |
June 30, 2023 | 70.25% |
May 31, 2023 | 70.25% |
April 30, 2023 | 69.96% |
March 31, 2023 | 68.21% |
February 28, 2023 | 58.08% |
January 31, 2023 | 58.08% |
December 31, 2022 | 58.08% |
November 30, 2022 | 55.21% |
October 31, 2022 | 55.21% |
Date | Value |
---|---|
September 30, 2022 | 51.95% |
August 31, 2022 | 51.95% |
July 31, 2022 | 51.95% |
June 30, 2022 | 51.95% |
May 31, 2022 | 51.95% |
April 30, 2022 | 51.95% |
March 31, 2022 | 51.95% |
February 28, 2022 | 51.95% |
January 31, 2022 | 51.95% |
December 31, 2021 | 51.95% |
November 30, 2021 | 51.95% |
October 31, 2021 | 51.95% |
September 30, 2021 | 51.95% |
August 31, 2021 | 51.95% |
July 31, 2021 | 51.95% |
June 30, 2021 | 51.95% |
May 31, 2021 | 51.95% |
April 30, 2021 | 51.95% |
March 31, 2021 | 51.95% |
February 28, 2021 | 51.95% |
January 31, 2021 | 51.95% |
December 31, 2020 | 51.95% |
November 30, 2020 | 51.95% |
October 31, 2020 | 51.95% |
September 30, 2020 | 44.21% |
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
22.11%
Minimum
Nov 2019
73.98%
Maximum
Oct 2023
56.27%
Average
51.95%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Alexandria Real Estate Equities Inc | 56.23% |
Brandywine Realty Trust | 73.09% |
Franklin Street Properties Corp | 83.78% |
Omega Healthcare Investors Inc | 66.92% |
Creative Media & Community Trust | 96.49% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.55 |
Beta (5Y) | 1.214 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.01% |
Historical Sharpe Ratio (5Y) | -0.3125 |
Historical Sortino (5Y) | -0.4734 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.24% |