Rexford Industrial Realty Inc (REXR)
39.03
-1.33
(-3.30%)
USD |
NYSE |
Mar 21, 16:00
39.25
+0.22
(+0.56%)
After-Hours: 20:00
Rexford Industrial Realty Max Drawdown (5Y): 52.06% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| W.P. Carey Inc | 52.45% |
| Mid-America Apartment Communities Inc | 45.40% |
| Digital Realty Trust Inc | 48.47% |
| Americold Realty Trust Inc | 43.11% |
| Alpine Income Property Trust Inc | 60.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.85 |
| Beta (5Y) | 0.9860 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.81% |
| Historical Sharpe Ratio (5Y) | -0.0986 |
| Historical Sortino (5Y) | -0.1689 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.48% |