Seritage Growth Properties (SRG)
4.37
-0.02
(-0.46%)
USD |
NYSE |
Nov 05, 09:42
Seritage Growth Properties Max Drawdown (5Y): 91.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.87% |
| September 30, 2024 | 91.87% |
| August 31, 2024 | 91.87% |
| July 31, 2024 | 90.15% |
| June 30, 2024 | 90.15% |
| May 31, 2024 | 89.70% |
| April 30, 2024 | 89.70% |
| March 31, 2024 | 89.70% |
| February 29, 2024 | 89.70% |
| January 31, 2024 | 89.70% |
| December 31, 2023 | 89.70% |
| November 30, 2023 | 89.70% |
| October 31, 2023 | 89.70% |
| September 30, 2023 | 89.70% |
| August 31, 2023 | 89.70% |
| July 31, 2023 | 89.70% |
| June 30, 2023 | 89.70% |
| May 31, 2023 | 89.70% |
| April 30, 2023 | 89.70% |
| March 31, 2023 | 89.70% |
| February 28, 2023 | 89.70% |
| January 31, 2023 | 89.70% |
| December 31, 2022 | 89.70% |
| November 30, 2022 | 89.70% |
| October 31, 2022 | 89.70% |
| Date | Value |
|---|---|
| September 30, 2022 | 89.70% |
| August 31, 2022 | 89.70% |
| July 31, 2022 | 89.70% |
| June 30, 2022 | 89.70% |
| May 31, 2022 | 87.67% |
| April 30, 2022 | 87.67% |
| March 31, 2022 | 87.67% |
| February 28, 2022 | 87.67% |
| January 31, 2022 | 87.67% |
| December 31, 2021 | 87.67% |
| November 30, 2021 | 87.67% |
| October 31, 2021 | 87.67% |
| September 30, 2021 | 87.67% |
| August 31, 2021 | 87.67% |
| July 31, 2021 | 87.67% |
| June 30, 2021 | 87.67% |
| May 31, 2021 | 87.67% |
| April 30, 2021 | 87.67% |
| March 31, 2021 | 87.67% |
| February 28, 2021 | 87.67% |
| January 31, 2021 | 87.67% |
| December 31, 2020 | 87.67% |
| November 30, 2020 | 87.67% |
| October 31, 2020 | 87.67% |
| September 30, 2020 | 87.67% |
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
41.55%
Minimum
Nov 2019
91.87%
Maximum
Aug 2024
85.70%
Average
87.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Arbor Realty Trust Inc | 72.73% |
| Franklin Street Properties Corp | 83.78% |
| Service Properties Trust | 83.90% |
| Host Hotels & Resorts Inc | 55.10% |
| J. W. Mays Inc | 68.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -72.97 |
| Beta (5Y) | 2.574 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.57% |
| Historical Sharpe Ratio (5Y) | -0.4436 |
| Historical Sortino (5Y) | -0.7563 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.57% |