Rexford Industrial Realty Inc (REXR)
41.98
-0.70
(-1.63%)
USD |
NYSE |
Nov 21, 16:00
41.98
0.00 (0.00%)
After-Hours: 16:29
Rexford Industrial Realty Max Drawdown (5Y): 48.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.37% |
| September 30, 2024 | 48.37% |
| August 31, 2024 | 48.37% |
| July 31, 2024 | 48.37% |
| June 30, 2024 | 48.37% |
| May 31, 2024 | 48.37% |
| April 30, 2024 | 48.37% |
| March 31, 2024 | 48.37% |
| February 29, 2024 | 48.37% |
| January 31, 2024 | 48.37% |
| December 31, 2023 | 48.37% |
| November 30, 2023 | 48.37% |
| October 31, 2023 | 48.37% |
| September 30, 2023 | 39.86% |
| August 31, 2023 | 39.86% |
| July 31, 2023 | 39.86% |
| June 30, 2023 | 39.86% |
| May 31, 2023 | 39.86% |
| April 30, 2023 | 39.86% |
| March 31, 2023 | 39.86% |
| February 28, 2023 | 39.86% |
| January 31, 2023 | 39.86% |
| December 31, 2022 | 39.86% |
| November 30, 2022 | 39.86% |
| October 31, 2022 | 39.86% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.88% |
| August 31, 2022 | 36.36% |
| July 31, 2022 | 36.36% |
| June 30, 2022 | 36.36% |
| May 31, 2022 | 36.36% |
| April 30, 2022 | 36.36% |
| March 31, 2022 | 36.36% |
| February 28, 2022 | 36.36% |
| January 31, 2022 | 36.36% |
| December 31, 2021 | 36.36% |
| November 30, 2021 | 36.36% |
| October 31, 2021 | 36.36% |
| September 30, 2021 | 36.36% |
| August 31, 2021 | 36.36% |
| July 31, 2021 | 36.36% |
| June 30, 2021 | 36.36% |
| May 31, 2021 | 36.36% |
| April 30, 2021 | 36.36% |
| March 31, 2021 | 36.36% |
| February 28, 2021 | 36.36% |
| January 31, 2021 | 36.36% |
| December 31, 2020 | 36.36% |
| November 30, 2020 | 36.36% |
| October 31, 2020 | 36.36% |
| September 30, 2020 | 36.36% |
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
22.76%
Minimum
Nov 2019
48.37%
Maximum
Oct 2023
38.80%
Average
36.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| W.P. Carey Inc | 52.44% |
| Gladstone Commercial Corp | 66.25% |
| LXP Industrial Trust | 47.19% |
| Stag Industrial Inc | 45.07% |
| UMH Properties Inc | 46.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.55 |
| Beta (5Y) | 0.9450 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.04% |
| Historical Sharpe Ratio (5Y) | -0.0782 |
| Historical Sortino (5Y) | -0.1152 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.03% |