Rexford Industrial Realty Inc (REXR)
43.19
+0.19
(+0.44%)
USD |
NYSE |
Apr 26, 15:57
Rexford Industrial Realty Max Drawdown (5Y): 48.37% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 36.36% |
| July 31, 2020 | 36.36% |
| June 30, 2020 | 36.36% |
| May 31, 2020 | 36.36% |
| April 30, 2020 | 36.36% |
| March 31, 2020 | 36.36% |
| February 29, 2020 | 22.76% |
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
Apr 2019
48.37%
Maximum
Oct 2023
35.81%
Average
36.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Prologis Inc | 42.07% |
| Extra Space Storage Inc | 51.37% |
| Annaly Capital Management Inc | 60.03% |
| First Industrial Realty Trust Inc | 41.12% |
| New Concept Energy Inc | 96.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.929 |
| Beta (5Y) | 0.8629 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.96% |
| Historical Sharpe Ratio (5Y) | 0.2533 |
| Historical Sortino (5Y) | 0.358 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.90% |