Seritage Growth Properties (SRG)
9.29
-0.05
(-0.54%)
USD |
NYSE |
Apr 22, 16:00
9.29
0.00 (0.00%)
After-Hours: 20:00
Seritage Growth Properties Max Drawdown (5Y): 89.70% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 87.67% |
| July 31, 2020 | 87.67% |
| June 30, 2020 | 87.67% |
| May 31, 2020 | 87.67% |
| April 30, 2020 | 87.67% |
| March 31, 2020 | 87.67% |
| February 29, 2020 | 41.55% |
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
Apr 2019
89.70%
Maximum
Jun 2022
79.96%
Average
87.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -62.75 |
| Beta (5Y) | 2.638 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.12% |
| Historical Sharpe Ratio (5Y) | -0.325 |
| Historical Sortino (5Y) | -0.5618 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.08% |