SITE Centers Corp (SITC)
16.25
+0.09
(+0.56%)
USD |
NYSE |
Nov 22, 09:37
SITE Centers Max Drawdown (5Y): 86.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 86.01% |
September 30, 2024 | 86.01% |
August 31, 2024 | 86.01% |
July 31, 2024 | 86.01% |
June 30, 2024 | 86.01% |
May 31, 2024 | 86.01% |
April 30, 2024 | 86.01% |
March 31, 2024 | 86.01% |
February 29, 2024 | 86.01% |
January 31, 2024 | 86.01% |
December 31, 2023 | 86.01% |
November 30, 2023 | 86.01% |
October 31, 2023 | 86.01% |
September 30, 2023 | 86.01% |
August 31, 2023 | 86.01% |
July 31, 2023 | 86.01% |
June 30, 2023 | 86.01% |
May 31, 2023 | 86.01% |
April 30, 2023 | 86.01% |
March 31, 2023 | 86.01% |
February 28, 2023 | 86.01% |
January 31, 2023 | 86.01% |
December 31, 2022 | 86.01% |
November 30, 2022 | 86.01% |
October 31, 2022 | 86.01% |
Date | Value |
---|---|
September 30, 2022 | 86.01% |
August 31, 2022 | 86.01% |
July 31, 2022 | 86.01% |
June 30, 2022 | 86.01% |
May 31, 2022 | 86.01% |
April 30, 2022 | 86.01% |
March 31, 2022 | 86.01% |
February 28, 2022 | 86.01% |
January 31, 2022 | 86.01% |
December 31, 2021 | 86.01% |
November 30, 2021 | 86.01% |
October 31, 2021 | 86.01% |
September 30, 2021 | 86.01% |
August 31, 2021 | 86.01% |
July 31, 2021 | 86.01% |
June 30, 2021 | 86.01% |
May 31, 2021 | 86.01% |
April 30, 2021 | 86.01% |
March 31, 2021 | 86.01% |
February 28, 2021 | 86.01% |
January 31, 2021 | 86.01% |
December 31, 2020 | 86.01% |
November 30, 2020 | 86.01% |
October 31, 2020 | 86.01% |
September 30, 2020 | 86.01% |
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
67.71%
Minimum
Nov 2019
86.01%
Maximum
Apr 2020
84.76%
Average
86.01%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Service Properties Trust | 83.90% |
Franklin Street Properties Corp | 83.78% |
Host Hotels & Resorts Inc | 55.10% |
Sotherly Hotels Inc | 84.07% |
J. W. Mays Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -45.93 |
Beta (5Y) | 1.745 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.11% |
Historical Sharpe Ratio (5Y) | -0.41 |
Historical Sortino (5Y) | -0.4167 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.39% |