Tanger Inc (SKT)
28.67
+0.02
(+0.07%)
USD |
NYSE |
Apr 25, 16:00
28.65
-0.02
(-0.07%)
After-Hours: 20:00
Tanger Max Drawdown (5Y): 87.33% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 87.33% |
| February 29, 2024 | 87.33% |
| January 31, 2024 | 87.33% |
| December 31, 2023 | 87.33% |
| November 30, 2023 | 87.33% |
| October 31, 2023 | 87.33% |
| September 30, 2023 | 87.33% |
| August 31, 2023 | 87.33% |
| July 31, 2023 | 87.33% |
| June 30, 2023 | 87.33% |
| May 31, 2023 | 87.33% |
| April 30, 2023 | 87.33% |
| March 31, 2023 | 87.33% |
| February 28, 2023 | 87.33% |
| January 31, 2023 | 87.33% |
| December 31, 2022 | 87.33% |
| November 30, 2022 | 87.33% |
| October 31, 2022 | 87.33% |
| September 30, 2022 | 87.33% |
| August 31, 2022 | 87.33% |
| July 31, 2022 | 87.33% |
| June 30, 2022 | 87.33% |
| May 31, 2022 | 87.33% |
| April 30, 2022 | 87.33% |
| March 31, 2022 | 87.33% |
| Date | Value |
|---|---|
| February 28, 2022 | 87.33% |
| January 31, 2022 | 87.33% |
| December 31, 2021 | 87.33% |
| November 30, 2021 | 87.33% |
| October 31, 2021 | 87.33% |
| September 30, 2021 | 87.33% |
| August 31, 2021 | 87.33% |
| July 31, 2021 | 87.33% |
| June 30, 2021 | 87.33% |
| May 31, 2021 | 87.33% |
| April 30, 2021 | 87.33% |
| March 31, 2021 | 87.33% |
| February 28, 2021 | 87.33% |
| January 31, 2021 | 87.33% |
| December 31, 2020 | 87.33% |
| November 30, 2020 | 87.33% |
| October 31, 2020 | 87.33% |
| September 30, 2020 | 87.33% |
| August 31, 2020 | 87.33% |
| July 31, 2020 | 87.33% |
| June 30, 2020 | 87.33% |
| May 31, 2020 | 87.33% |
| April 30, 2020 | 87.33% |
| March 31, 2020 | 85.13% |
| February 29, 2020 | 64.40% |
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
49.71%
Minimum
Apr 2019
87.33%
Maximum
Apr 2020
82.03%
Average
87.33%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Acadia Realty Trust | 71.00% |
| Federal Realty Investment Trust | 56.51% |
| Macerich Co | 92.92% |
| Omega Healthcare Investors Inc | 66.92% |
| Simon Property Group Inc | 77.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.77 |
| Beta (5Y) | 1.832 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.14% |
| Historical Sharpe Ratio (5Y) | 0.218 |
| Historical Sortino (5Y) | 0.3273 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.99% |