SL Green Realty Corp (SLG)
76.23
+1.84
(+2.47%)
USD |
NYSE |
Nov 04, 16:00
76.29
+0.06
(+0.08%)
Pre-Market: 20:00
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 | 64.79% |
| January 31, 2023 | 64.79% |
| December 31, 2022 | 64.79% |
| November 30, 2022 | 64.79% |
| October 31, 2022 | 64.79% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.79% |
| August 31, 2022 | 64.79% |
| July 31, 2022 | 64.79% |
| June 30, 2022 | 64.79% |
| May 31, 2022 | 64.79% |
| April 30, 2022 | 64.79% |
| March 31, 2022 | 64.79% |
| February 28, 2022 | 64.79% |
| January 31, 2022 | 64.79% |
| December 31, 2021 | 64.79% |
| November 30, 2021 | 64.79% |
| October 31, 2021 | 64.79% |
| September 30, 2021 | 64.79% |
| August 31, 2021 | 64.79% |
| July 31, 2021 | 64.79% |
| June 30, 2021 | 64.79% |
| May 31, 2021 | 64.79% |
| April 30, 2021 | 64.79% |
| March 31, 2021 | 64.79% |
| February 28, 2021 | 64.79% |
| January 31, 2021 | 64.79% |
| December 31, 2020 | 64.79% |
| November 30, 2020 | 64.79% |
| October 31, 2020 | 64.79% |
| September 30, 2020 | 64.79% |
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
38.56%
Minimum
Nov 2019
75.56%
Maximum
Mar 2023
66.54%
Average
64.79%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Alexandria Real Estate Equities Inc | 56.23% |
| Brandywine Realty Trust | 73.09% |
| BXP Inc | 63.62% |
| Piedmont Office Realty Trust Inc | 73.98% |
| Hudson Pacific Properties Inc | 87.13% |
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% |