SL Green Realty Corp (SLG)
79.64
+0.49
(+0.62%)
USD |
NYSE |
Nov 22, 16:00
79.98
+0.34
(+0.43%)
After-Hours: 19:28
SL Green Realty Max Drawdown (5Y): 75.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.56% |
| September 30, 2024 | 75.56% |
| August 31, 2024 | 75.56% |
| July 31, 2024 | 75.56% |
| June 30, 2024 | 75.56% |
| May 31, 2024 | 75.56% |
| April 30, 2024 | 75.56% |
| March 31, 2024 | 75.56% |
| February 29, 2024 | 75.56% |
| January 31, 2024 | 75.56% |
| December 31, 2023 | 75.56% |
| November 30, 2023 | 75.56% |
| October 31, 2023 | 75.56% |
| September 30, 2023 | 75.56% |
| August 31, 2023 | 75.56% |
| July 31, 2023 | 75.56% |
| June 30, 2023 | 75.56% |
| May 31, 2023 | 75.56% |
| April 30, 2023 | 75.56% |
| March 31, 2023 | 75.56% |
| February 28, 2023 | 65.63% |
| January 31, 2023 | 65.63% |
| December 31, 2022 | 65.63% |
| November 30, 2022 | 65.63% |
| October 31, 2022 | 65.63% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.63% |
| August 31, 2022 | 65.63% |
| July 31, 2022 | 65.63% |
| June 30, 2022 | 65.63% |
| May 31, 2022 | 65.63% |
| April 30, 2022 | 65.63% |
| March 31, 2022 | 65.63% |
| February 28, 2022 | 65.63% |
| January 31, 2022 | 65.63% |
| December 31, 2021 | 65.63% |
| November 30, 2021 | 65.63% |
| October 31, 2021 | 65.63% |
| September 30, 2021 | 65.63% |
| August 31, 2021 | 65.63% |
| July 31, 2021 | 65.63% |
| June 30, 2021 | 65.63% |
| May 31, 2021 | 65.63% |
| April 30, 2021 | 65.63% |
| March 31, 2021 | 65.63% |
| February 28, 2021 | 65.63% |
| January 31, 2021 | 65.63% |
| December 31, 2020 | 65.63% |
| November 30, 2020 | 65.63% |
| October 31, 2020 | 65.63% |
| September 30, 2020 | 65.63% |
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
38.56%
Minimum
Nov 2019
75.56%
Maximum
Mar 2023
67.10%
Average
65.63%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Simon Property Group Inc | 77.02% |
| Vornado Realty Trust | 79.02% |
| Franklin Street Properties Corp | 83.78% |
| Creative Media & Community Trust | 96.49% |
| Regency Centers Corp | 57.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.89 |
| Beta (5Y) | 1.818 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.36% |
| Historical Sharpe Ratio (5Y) | 0.0512 |
| Historical Sortino (5Y) | 0.0711 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.78% |