Paramount Group Inc (PGRE)

4.81 +0.17 (+3.66%) USD  |  NYSE  |  Dec 20, 16:00
4.80 -0.01 (-0.21%) After-Hours: 20:00
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Paramount Group Max Drawdown (5Y): 70.16% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Equity Lifestyle Properties Inc 41.46%
Centerspace 53.42%
Kimco Realty Corp 69.40%
Realty Income Corp 48.28%
Apartment Investment & Management Co 54.42%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -34.49
Beta (5Y) 1.234
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 41.22%
Historical Sharpe Ratio (5Y) -0.4368
Historical Sortino (5Y) -0.6754
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.66%