Safehold, Inc. (SAFE)
15.53
+0.16
(+1.04%)
USD |
NYSE |
Aug 24, 16:00
15.54
+0.01
(+0.06%)
Pre-Market: 20:00
Safehold Max Drawdown (5Y) : 81.00% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 81.00% |
| June 30, 2026 | 81.00% |
| May 31, 2026 | 81.00% |
| April 30, 2026 | 81.00% |
| March 31, 2026 | 81.00% |
| February 28, 2026 | 81.00% |
| January 31, 2026 | 81.00% |
| December 31, 2025 | 81.00% |
| November 30, 2025 | 81.00% |
| October 31, 2025 | 79.83% |
| September 30, 2025 | 79.83% |
| August 31, 2025 | 79.83% |
| July 31, 2025 | 79.40% |
| June 30, 2025 | 79.29% |
| May 31, 2025 | 79.29% |
| April 30, 2025 | 79.29% |
| March 31, 2025 | 79.16% |
| February 28, 2025 | 79.16% |
| January 31, 2025 | 79.16% |
| December 31, 2024 | 79.16% |
| November 30, 2024 | 79.16% |
| October 31, 2024 | 79.16% |
| September 30, 2024 | 79.16% |
| August 31, 2024 | 79.16% |
| July 31, 2024 | 79.16% |
| Date | Value |
|---|---|
| June 30, 2024 | 79.16% |
| May 31, 2024 | 79.16% |
| April 30, 2024 | 79.16% |
| March 31, 2024 | 79.16% |
| February 29, 2024 | 79.16% |
| January 31, 2024 | 79.16% |
| December 31, 2023 | 79.16% |
| November 30, 2023 | 79.16% |
| October 31, 2023 | 79.16% |
| September 30, 2023 | 75.93% |
| August 31, 2023 | 72.61% |
| July 31, 2023 | 69.67% |
| June 30, 2023 | 69.67% |
| May 31, 2023 | 68.10% |
| April 30, 2023 | 68.10% |
| March 31, 2023 | 68.10% |
| February 28, 2023 | 68.10% |
| January 31, 2023 | 68.10% |
| December 31, 2022 | 68.10% |
| November 30, 2022 | 68.10% |
| October 31, 2022 | 68.10% |
| September 30, 2022 | 66.82% |
| August 31, 2022 | 63.75% |
| July 31, 2022 | 63.75% |
| June 30, 2022 | 63.75% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| American Tower Corp. | 45.32% |
| Crown Castle, Inc. | 55.53% |
| EPR Properties | 49.31% |
| Lamar Advertising Co. | 30.05% |
| Power REIT | 99.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.18 |
| Beta (5Y) | 1.759 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.82% |
| Historical Sharpe Ratio (5Y) | -0.6214 |
| Historical Sortino (5Y) | -0.987 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.78% |