SITE Centers Corp (SITC)
13.46
-0.16
(-1.14%)
USD |
NYSE |
Apr 26, 16:00
13.46
0.00 (0.00%)
After-Hours: 20:00
SITE Centers Max Drawdown (5Y): 82.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 82.50% |
February 29, 2024 | 82.50% |
January 31, 2024 | 82.50% |
December 31, 2023 | 82.50% |
November 30, 2023 | 82.50% |
October 31, 2023 | 82.50% |
September 30, 2023 | 82.50% |
August 31, 2023 | 82.50% |
July 31, 2023 | 82.50% |
June 30, 2023 | 82.50% |
May 31, 2023 | 82.50% |
April 30, 2023 | 82.50% |
March 31, 2023 | 82.50% |
February 28, 2023 | 82.50% |
January 31, 2023 | 82.50% |
December 31, 2022 | 82.50% |
November 30, 2022 | 82.50% |
October 31, 2022 | 82.50% |
September 30, 2022 | 82.50% |
August 31, 2022 | 82.50% |
July 31, 2022 | 82.50% |
June 30, 2022 | 82.50% |
May 31, 2022 | 82.50% |
April 30, 2022 | 82.50% |
March 31, 2022 | 82.50% |
Date | Value |
---|---|
February 28, 2022 | 82.50% |
January 31, 2022 | 82.50% |
December 31, 2021 | 82.50% |
November 30, 2021 | 82.50% |
October 31, 2021 | 82.50% |
September 30, 2021 | 82.50% |
August 31, 2021 | 82.50% |
July 31, 2021 | 82.50% |
June 30, 2021 | 82.50% |
May 31, 2021 | 82.50% |
April 30, 2021 | 82.50% |
March 31, 2021 | 82.50% |
February 28, 2021 | 82.50% |
January 31, 2021 | 82.50% |
December 31, 2020 | 82.50% |
November 30, 2020 | 82.50% |
October 31, 2020 | 82.50% |
September 30, 2020 | 82.50% |
August 31, 2020 | 82.50% |
July 31, 2020 | 82.50% |
June 30, 2020 | 82.50% |
May 31, 2020 | 82.50% |
April 30, 2020 | 82.50% |
March 31, 2020 | 80.75% |
February 29, 2020 | 60.79% |
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
60.79%
Minimum
Apr 2019
82.50%
Maximum
Apr 2020
78.49%
Average
82.50%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Franklin Street Properties Corp | 83.78% |
Service Properties Trust | 83.90% |
Host Hotels & Resorts Inc | 55.10% |
Sotherly Hotels Inc | 81.35% |
J. W. Mays Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.17 |
Beta (5Y) | 1.588 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.33% |
Historical Sharpe Ratio (5Y) | 0.0769 |
Historical Sortino (5Y) | 0.0987 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.10% |