Public Storage (PSA)
335.87
+3.01
(+0.90%)
USD |
NYSE |
Nov 21, 16:00
334.11
-1.76
(-0.52%)
After-Hours: 20:00
Public Storage Max Drawdown (5Y): 37.94% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.94% |
| September 30, 2024 | 37.94% |
| August 31, 2024 | 37.94% |
| July 31, 2024 | 37.94% |
| June 30, 2024 | 37.94% |
| May 31, 2024 | 37.94% |
| April 30, 2024 | 37.94% |
| March 31, 2024 | 37.94% |
| February 29, 2024 | 37.94% |
| January 31, 2024 | 37.94% |
| December 31, 2023 | 37.94% |
| November 30, 2023 | 37.94% |
| October 31, 2023 | 37.94% |
| September 30, 2023 | 37.66% |
| August 31, 2023 | 37.66% |
| July 31, 2023 | 37.66% |
| June 30, 2023 | 37.66% |
| May 31, 2023 | 37.66% |
| April 30, 2023 | 37.66% |
| March 31, 2023 | 37.66% |
| February 28, 2023 | 37.66% |
| January 31, 2023 | 37.66% |
| December 31, 2022 | 37.66% |
| November 30, 2022 | 37.66% |
| October 31, 2022 | 37.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 37.66% |
| August 31, 2022 | 37.66% |
| July 31, 2022 | 37.66% |
| June 30, 2022 | 37.66% |
| May 31, 2022 | 37.66% |
| April 30, 2022 | 37.66% |
| March 31, 2022 | 37.66% |
| February 28, 2022 | 37.66% |
| January 31, 2022 | 37.66% |
| December 31, 2021 | 37.66% |
| November 30, 2021 | 37.66% |
| October 31, 2021 | 37.66% |
| September 30, 2021 | 37.66% |
| August 31, 2021 | 37.66% |
| July 31, 2021 | 37.66% |
| June 30, 2021 | 37.66% |
| May 31, 2021 | 37.66% |
| April 30, 2021 | 37.66% |
| March 31, 2021 | 37.66% |
| February 28, 2021 | 37.66% |
| January 31, 2021 | 37.66% |
| December 31, 2020 | 37.66% |
| November 30, 2020 | 37.66% |
| October 31, 2020 | 37.66% |
| September 30, 2020 | 37.66% |
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
30.45%
Minimum
Nov 2019
37.94%
Maximum
Oct 2023
37.24%
Average
37.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Extra Space Storage Inc | 51.37% |
| Digital Realty Trust Inc | 48.47% |
| Simon Property Group Inc | 77.02% |
| AvalonBay Communities Inc | 46.91% |
| CoStar Group Inc | 46.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.356 |
| Beta (5Y) | 0.7001 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.80% |
| Historical Sharpe Ratio (5Y) | 0.419 |
| Historical Sortino (5Y) | 0.6127 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.03% |