Safehold Inc (SAFE)
20.81
+0.35
(+1.71%)
USD |
NYSE |
Nov 22, 16:00
20.79
-0.02
(-0.10%)
After-Hours: 20:00
Safehold Max Drawdown (5Y): 83.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.23% |
| September 30, 2024 | 83.23% |
| August 31, 2024 | 83.23% |
| July 31, 2024 | 83.23% |
| June 30, 2024 | 83.23% |
| May 31, 2024 | 83.23% |
| April 30, 2024 | 83.23% |
| March 31, 2024 | 83.23% |
| February 29, 2024 | 83.23% |
| January 31, 2024 | 83.23% |
| December 31, 2023 | 83.23% |
| November 30, 2023 | 83.23% |
| October 31, 2023 | 83.23% |
| September 30, 2023 | 80.64% |
| August 31, 2023 | 77.97% |
| July 31, 2023 | 75.60% |
| June 30, 2023 | 75.60% |
| May 31, 2023 | 73.93% |
| April 30, 2023 | 73.93% |
| March 31, 2023 | 73.93% |
| February 28, 2023 | 73.93% |
| January 31, 2023 | 73.93% |
| December 31, 2022 | 73.93% |
| November 30, 2022 | 73.93% |
| October 31, 2022 | 73.93% |
| Date | Value |
|---|---|
| September 30, 2022 | 72.69% |
| August 31, 2022 | 63.65% |
| July 31, 2022 | 63.65% |
| June 30, 2022 | 63.65% |
| May 31, 2022 | 56.73% |
| April 30, 2022 | 54.05% |
| March 31, 2022 | 42.17% |
| February 28, 2022 | 37.58% |
| January 31, 2022 | 37.58% |
| December 31, 2021 | 36.80% |
| November 30, 2021 | 36.80% |
| October 31, 2021 | 36.80% |
| September 30, 2021 | 36.80% |
| August 31, 2021 | 36.80% |
| July 31, 2021 | 36.80% |
| June 30, 2021 | 36.80% |
| May 31, 2021 | 36.80% |
| April 30, 2021 | 36.80% |
| March 31, 2021 | 36.80% |
| February 28, 2021 | 36.80% |
| January 31, 2021 | 36.80% |
| December 31, 2020 | 36.80% |
| November 30, 2020 | 36.80% |
| October 31, 2020 | 36.80% |
| September 30, 2020 | 36.80% |
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
19.17%
Minimum
Nov 2019
83.23%
Maximum
Oct 2023
56.02%
Average
55.39%
Median
Max Drawdown (5Y) Benchmarks
| 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) | -21.31 |
| Beta (5Y) | 0.8927 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.13% |
| Historical Sharpe Ratio (5Y) | -0.2218 |
| Historical Sortino (5Y) | -0.3919 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.27% |