Stratus Properties Inc (STRS)
23.40
+0.40
(+1.74%)
USD |
NASDAQ |
May 03, 16:00
23.49
+0.09
(+0.38%)
After-Hours: 20:00
Stratus Properties Max Drawdown (5Y): 61.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.94% |
March 31, 2024 | 61.94% |
February 29, 2024 | 61.94% |
January 31, 2024 | 61.94% |
December 31, 2023 | 61.94% |
November 30, 2023 | 61.94% |
October 31, 2023 | 61.94% |
September 30, 2023 | 61.94% |
August 31, 2023 | 61.94% |
July 31, 2023 | 61.94% |
June 30, 2023 | 61.94% |
May 31, 2023 | 61.94% |
April 30, 2023 | 61.94% |
March 31, 2023 | 61.94% |
February 28, 2023 | 61.94% |
January 31, 2023 | 61.94% |
December 31, 2022 | 61.94% |
November 30, 2022 | 61.94% |
October 31, 2022 | 61.94% |
September 30, 2022 | 61.94% |
August 31, 2022 | 61.94% |
July 31, 2022 | 61.94% |
June 30, 2022 | 61.94% |
May 31, 2022 | 61.94% |
April 30, 2022 | 61.94% |
Date | Value |
---|---|
March 31, 2022 | 61.94% |
February 28, 2022 | 61.94% |
January 31, 2022 | 61.94% |
December 31, 2021 | 61.94% |
November 30, 2021 | 61.94% |
October 31, 2021 | 61.94% |
September 30, 2021 | 61.94% |
August 31, 2021 | 61.94% |
July 31, 2021 | 61.94% |
June 30, 2021 | 61.94% |
May 31, 2021 | 61.94% |
April 30, 2021 | 61.94% |
March 31, 2021 | 61.94% |
February 28, 2021 | 61.94% |
January 31, 2021 | 61.94% |
December 31, 2020 | 61.94% |
November 30, 2020 | 61.94% |
October 31, 2020 | 61.94% |
September 30, 2020 | 61.94% |
August 31, 2020 | 61.94% |
July 31, 2020 | 61.94% |
June 30, 2020 | 61.94% |
May 31, 2020 | 61.94% |
April 30, 2020 | 61.94% |
March 31, 2020 | 61.35% |
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
33.15%
Minimum
May 2019
61.94%
Maximum
Apr 2020
57.13%
Average
61.94%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
CoStar Group Inc | 46.59% |
New Concept Energy Inc | 96.36% |
Gyrodyne LLC | 63.14% |
InnSuites Hospitality Trust | 91.17% |
Power REIT | 99.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.67 |
Beta (5Y) | 1.101 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.79% |
Historical Sharpe Ratio (5Y) | -0.0574 |
Historical Sortino (5Y) | -0.0708 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.15% |