Stag Industrial Inc (STAG)
36.13
+0.14
(+0.39%)
USD |
NYSE |
Nov 21, 16:00
36.09
-0.04
(-0.11%)
After-Hours: 20:00
Stag Industrial Max Drawdown (5Y): 45.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.07% |
| September 30, 2024 | 45.07% |
| August 31, 2024 | 45.07% |
| July 31, 2024 | 45.07% |
| June 30, 2024 | 45.07% |
| May 31, 2024 | 45.07% |
| April 30, 2024 | 45.07% |
| March 31, 2024 | 45.07% |
| February 29, 2024 | 45.07% |
| January 31, 2024 | 45.07% |
| December 31, 2023 | 45.07% |
| November 30, 2023 | 45.07% |
| October 31, 2023 | 45.07% |
| September 30, 2023 | 45.07% |
| August 31, 2023 | 45.07% |
| July 31, 2023 | 45.07% |
| June 30, 2023 | 45.07% |
| May 31, 2023 | 45.07% |
| April 30, 2023 | 45.07% |
| March 31, 2023 | 45.07% |
| February 28, 2023 | 45.07% |
| January 31, 2023 | 45.07% |
| December 31, 2022 | 45.07% |
| November 30, 2022 | 45.07% |
| October 31, 2022 | 45.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.07% |
| August 31, 2022 | 45.07% |
| July 31, 2022 | 45.07% |
| June 30, 2022 | 45.07% |
| May 31, 2022 | 45.07% |
| April 30, 2022 | 45.07% |
| March 31, 2022 | 45.07% |
| February 28, 2022 | 45.07% |
| January 31, 2022 | 45.07% |
| December 31, 2021 | 45.07% |
| November 30, 2021 | 45.07% |
| October 31, 2021 | 45.07% |
| September 30, 2021 | 45.07% |
| August 31, 2021 | 45.07% |
| July 31, 2021 | 45.07% |
| June 30, 2021 | 45.07% |
| May 31, 2021 | 45.07% |
| April 30, 2021 | 45.07% |
| March 31, 2021 | 45.07% |
| February 28, 2021 | 45.07% |
| January 31, 2021 | 45.07% |
| December 31, 2020 | 45.07% |
| November 30, 2020 | 45.07% |
| October 31, 2020 | 45.07% |
| September 30, 2020 | 45.07% |
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
40.47%
Minimum
Nov 2019
45.07%
Maximum
Mar 2020
44.76%
Average
45.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| LXP Industrial Trust | 47.19% |
| Gladstone Commercial Corp | 66.25% |
| Sabra Health Care REIT Inc | 74.93% |
| Rexford Industrial Realty Inc | 48.37% |
| Alpine Income Property Trust Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.209 |
| Beta (5Y) | 1.090 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.84% |
| Historical Sharpe Ratio (5Y) | 0.2105 |
| Historical Sortino (5Y) | 0.2644 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.83% |