SL Green Realty Corp (SLG)

68.01 +1.22 (+1.83%) USD  |  NYSE  |  Dec 20, 16:00
67.96 -0.04 (-0.07%) After-Hours: 20:00
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SL Green Realty Max Drawdown (5Y): 75.56% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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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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Vornado Realty Trust 79.02%
BXP Inc 63.62%
Franklin Street Properties Corp 83.78%
Creative Media & Community Trust 98.23%
Regency Centers Corp 57.06%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -21.25
Beta (5Y) 1.806
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 50.56%
Historical Sharpe Ratio (5Y) 0.0568
Historical Sortino (5Y) 0.0794
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.78%