Prologis Inc (PLD)
101.83
-0.22
(-0.22%)
USD |
NYSE |
May 01, 16:00
101.83
0.00 (0.00%)
After-Hours: 18:04
Prologis Max Drawdown (5Y): 42.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 42.07% |
| March 31, 2024 | 42.07% |
| February 29, 2024 | 42.07% |
| January 31, 2024 | 42.07% |
| December 31, 2023 | 42.07% |
| November 30, 2023 | 42.07% |
| October 31, 2023 | 42.07% |
| September 30, 2023 | 42.07% |
| August 31, 2023 | 42.07% |
| July 31, 2023 | 42.07% |
| June 30, 2023 | 42.07% |
| May 31, 2023 | 42.07% |
| April 30, 2023 | 42.07% |
| March 31, 2023 | 42.07% |
| February 28, 2023 | 42.07% |
| January 31, 2023 | 42.07% |
| December 31, 2022 | 42.07% |
| November 30, 2022 | 42.07% |
| October 31, 2022 | 42.07% |
| September 30, 2022 | 40.73% |
| August 31, 2022 | 37.33% |
| July 31, 2022 | 37.33% |
| June 30, 2022 | 37.33% |
| May 31, 2022 | 36.22% |
| April 30, 2022 | 36.22% |
| Date | Value |
|---|---|
| March 31, 2022 | 36.22% |
| February 28, 2022 | 36.22% |
| January 31, 2022 | 36.22% |
| December 31, 2021 | 36.22% |
| November 30, 2021 | 36.22% |
| October 31, 2021 | 36.22% |
| September 30, 2021 | 36.22% |
| August 31, 2021 | 36.22% |
| July 31, 2021 | 36.22% |
| June 30, 2021 | 36.22% |
| May 31, 2021 | 36.22% |
| April 30, 2021 | 36.22% |
| March 31, 2021 | 36.22% |
| February 28, 2021 | 36.22% |
| January 31, 2021 | 36.22% |
| December 31, 2020 | 36.22% |
| November 30, 2020 | 36.22% |
| October 31, 2020 | 36.22% |
| September 30, 2020 | 36.22% |
| August 31, 2020 | 36.22% |
| July 31, 2020 | 36.22% |
| June 30, 2020 | 36.22% |
| May 31, 2020 | 36.22% |
| April 30, 2020 | 36.22% |
| March 31, 2020 | 36.22% |
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
21.63%
Minimum
May 2019
42.07%
Maximum
Oct 2022
35.77%
Average
36.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alexandria Real Estate Equities Inc | 56.23% |
| Boston Properties Inc | 63.62% |
| Federal Realty Investment Trust | 56.51% |
| Welltower Inc | 63.33% |
| Host Hotels & Resorts Inc | 55.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.183 |
| Beta (5Y) | 1.049 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.11% |
| Historical Sharpe Ratio (5Y) | 0.2091 |
| Historical Sortino (5Y) | 0.2765 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.41% |