Stag Industrial Inc (STAG)
34.47
+0.45
(+1.32%)
USD |
NYSE |
Mar 24, 16:00
34.48
+0.02
(+0.04%)
After-Hours: 20:00
Stag Industrial Max Drawdown (5Y): 45.07% for Feb. 28, 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
| Ventas Inc | 76.93% |
| W.P. Carey Inc | 52.45% |
| CareTrust REIT Inc | 67.44% |
| LTC Properties Inc | 51.41% |
| Office Properties Income Trust | 96.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.949 |
| Beta (5Y) | 1.054 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.05% |
| Historical Sharpe Ratio (5Y) | 0.3095 |
| Historical Sortino (5Y) | 0.5238 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.22% |