Stag Industrial Inc (STAG)
35.41
+0.07
(+0.20%)
USD |
NYSE |
Apr 23, 16:00
35.24
-0.17
(-0.48%)
Pre-Market: 05:47
Stag Industrial Max Drawdown (5Y): 45.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 45.07% |
| July 31, 2020 | 45.07% |
| June 30, 2020 | 45.07% |
| May 31, 2020 | 45.07% |
| April 30, 2020 | 45.07% |
| March 31, 2020 | 45.07% |
| February 29, 2020 | 40.47% |
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
Apr 2019
45.07%
Maximum
Mar 2020
44.22%
Average
45.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Digital Realty Trust Inc | 48.47% |
| Americold Realty Trust Inc | 43.11% |
| Gladstone Commercial Corp | 66.25% |
| Whitestone REIT | 63.61% |
| New Concept Energy Inc | 96.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.267 |
| Beta (5Y) | 1.017 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.28% |
| Historical Sharpe Ratio (5Y) | 0.2935 |
| Historical Sortino (5Y) | 0.3516 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.83% |