SL Green Realty Corp (SLG)
54.34
-0.14
(-0.26%)
USD |
NYSE |
Apr 25, 16:00
54.36
+0.02
(+0.04%)
After-Hours: 20:00
SL Green Realty Max Drawdown (5Y): 77.03% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Welltower Inc | 58.87% |
| Prologis Inc | 42.07% |
| Alexandria Real Estate Equities Inc | 56.23% |
| First Industrial Realty Trust Inc | 35.95% |
| National Health Investors Inc | 57.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.00 |
| Beta (5Y) | 1.599 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.47% |
| Historical Sharpe Ratio (5Y) | 0.2105 |
| Historical Sortino (5Y) | 0.3635 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.02% |