SBA Communications Corp (SBAC)
228.11
-0.84
(-0.37%)
USD |
NASDAQ |
Nov 05, 11:47
SBA Communications Max Drawdown (5Y): 50.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.79% |
| September 30, 2024 | 50.79% |
| August 31, 2024 | 50.79% |
| July 31, 2024 | 50.79% |
| June 30, 2024 | 50.79% |
| May 31, 2024 | 50.79% |
| April 30, 2024 | 50.79% |
| March 31, 2024 | 50.31% |
| February 29, 2024 | 50.31% |
| January 31, 2024 | 50.31% |
| December 31, 2023 | 50.31% |
| November 30, 2023 | 50.31% |
| October 31, 2023 | 50.31% |
| September 30, 2023 | 48.58% |
| August 31, 2023 | 43.01% |
| July 31, 2023 | 42.81% |
| June 30, 2023 | 42.34% |
| May 31, 2023 | 42.08% |
| April 30, 2023 | 37.50% |
| March 31, 2023 | 37.50% |
| February 28, 2023 | 37.36% |
| January 31, 2023 | 37.36% |
| December 31, 2022 | 37.36% |
| November 30, 2022 | 37.36% |
| October 31, 2022 | 37.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 28.82% |
| August 31, 2022 | 28.82% |
| July 31, 2022 | 28.82% |
| June 30, 2022 | 28.82% |
| May 31, 2022 | 28.82% |
| April 30, 2022 | 28.82% |
| March 31, 2022 | 28.82% |
| February 28, 2022 | 28.82% |
| January 31, 2022 | 28.82% |
| December 31, 2021 | 28.82% |
| November 30, 2021 | 28.82% |
| October 31, 2021 | 28.82% |
| September 30, 2021 | 28.82% |
| August 31, 2021 | 28.82% |
| July 31, 2021 | 28.82% |
| June 30, 2021 | 28.82% |
| May 31, 2021 | 28.82% |
| April 30, 2021 | 28.82% |
| March 31, 2021 | 28.82% |
| February 28, 2021 | 28.82% |
| January 31, 2021 | 28.82% |
| December 31, 2020 | 28.82% |
| November 30, 2020 | 33.63% |
| October 31, 2020 | 33.63% |
| September 30, 2020 | 33.63% |
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
28.82%
Minimum
Dec 2020
50.79%
Maximum
Apr 2024
36.82%
Average
33.63%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| American Tower Corp | 45.32% |
| Crown Castle Inc | 55.47% |
| Weyerhaeuser Co | 61.68% |
| VICI Properties Inc | 60.21% |
| Healthpeak Properties Inc | 54.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.98 |
| Beta (5Y) | 0.6765 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.81% |
| Historical Sharpe Ratio (5Y) | -0.0781 |
| Historical Sortino (5Y) | -0.1367 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.74% |