Safehold Inc (SAFE)

18.60 -0.39 (-2.05%) USD  |  NYSE  |  Dec 27, 11:15
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Safehold Max Drawdown (5Y): 83.23% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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SBA Communications Corp 50.79%
FRP Holdings Inc 53.97%
eXp World Holdings Inc 88.17%
Alset Inc --
Safe & Green Development Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -24.28
Beta (5Y) 0.8597
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 44.37%
Historical Sharpe Ratio (5Y) -0.2885
Historical Sortino (5Y) -0.5146
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.46%