Sabra Health Care REIT Inc (SBRA)
18.35
-0.04
(-0.22%)
USD |
NASDAQ |
Nov 21, 16:00
18.36
0.00 (0.00%)
After-Hours: 20:00
Sabra Health Care REIT Max Drawdown (5Y): 74.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 74.93% |
September 30, 2024 | 74.93% |
August 31, 2024 | 74.93% |
July 31, 2024 | 74.93% |
June 30, 2024 | 74.93% |
May 31, 2024 | 74.93% |
April 30, 2024 | 74.93% |
March 31, 2024 | 74.93% |
February 29, 2024 | 74.93% |
January 31, 2024 | 74.93% |
December 31, 2023 | 74.93% |
November 30, 2023 | 74.93% |
October 31, 2023 | 74.93% |
September 30, 2023 | 74.93% |
August 31, 2023 | 74.93% |
July 31, 2023 | 74.93% |
June 30, 2023 | 74.93% |
May 31, 2023 | 74.93% |
April 30, 2023 | 74.93% |
March 31, 2023 | 74.93% |
February 28, 2023 | 74.93% |
January 31, 2023 | 74.93% |
December 31, 2022 | 74.93% |
November 30, 2022 | 74.93% |
October 31, 2022 | 74.93% |
Date | Value |
---|---|
September 30, 2022 | 74.93% |
August 31, 2022 | 74.93% |
July 31, 2022 | 74.93% |
June 30, 2022 | 74.93% |
May 31, 2022 | 74.93% |
April 30, 2022 | 74.93% |
March 31, 2022 | 74.93% |
February 28, 2022 | 74.93% |
January 31, 2022 | 74.93% |
December 31, 2021 | 74.93% |
November 30, 2021 | 74.93% |
October 31, 2021 | 74.93% |
September 30, 2021 | 74.93% |
August 31, 2021 | 74.93% |
July 31, 2021 | 74.93% |
June 30, 2021 | 74.93% |
May 31, 2021 | 74.93% |
April 30, 2021 | 74.93% |
March 31, 2021 | 74.93% |
February 28, 2021 | 74.93% |
January 31, 2021 | 74.93% |
December 31, 2020 | 74.93% |
November 30, 2020 | 74.93% |
October 31, 2020 | 74.93% |
September 30, 2020 | 74.93% |
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
52.31%
Minimum
Nov 2019
74.93%
Maximum
Mar 2020
73.43%
Average
74.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CoStar Group Inc | 46.59% |
Extra Space Storage Inc | 51.37% |
Ventas Inc | 76.93% |
Stag Industrial Inc | 45.07% |
CareTrust REIT Inc | 67.44% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.78 |
Beta (5Y) | 1.253 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.55% |
Historical Sharpe Ratio (5Y) | 0.0354 |
Historical Sortino (5Y) | 0.0385 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.25% |