Sabra Health Care REIT Inc (SBRA)

16.96 +0.23 (+1.37%) USD  |  NASDAQ  |  Dec 20, 16:00
16.96 0.00 (0.00%) After-Hours: 20:00
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Sabra Health Care REIT Max Drawdown (5Y): 74.93% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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CoStar Group Inc 46.59%
Digital Realty Trust Inc 48.47%
Extra Space Storage Inc 51.37%
Ventas Inc 76.93%
CareTrust REIT Inc 67.44%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.03
Beta (5Y) 1.246
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.53%
Historical Sharpe Ratio (5Y) 0.0661
Historical Sortino (5Y) 0.0715
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.25%