Service Properties Trust (SVC)
2.95
-0.08
(-2.80%)
USD |
NASDAQ |
Nov 05, 09:40
Service Properties Trust Max Drawdown (5Y): 83.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.90% |
| September 30, 2024 | 83.90% |
| August 31, 2024 | 83.90% |
| July 31, 2024 | 83.90% |
| June 30, 2024 | 83.90% |
| May 31, 2024 | 83.90% |
| April 30, 2024 | 83.90% |
| March 31, 2024 | 83.90% |
| February 29, 2024 | 83.90% |
| January 31, 2024 | 83.90% |
| December 31, 2023 | 83.90% |
| November 30, 2023 | 83.90% |
| October 31, 2023 | 83.90% |
| September 30, 2023 | 83.90% |
| August 31, 2023 | 83.90% |
| July 31, 2023 | 83.90% |
| June 30, 2023 | 83.90% |
| May 31, 2023 | 83.90% |
| April 30, 2023 | 83.90% |
| March 31, 2023 | 83.90% |
| February 28, 2023 | 83.90% |
| January 31, 2023 | 83.90% |
| December 31, 2022 | 83.90% |
| November 30, 2022 | 83.90% |
| October 31, 2022 | 83.90% |
| Date | Value |
|---|---|
| September 30, 2022 | 83.90% |
| August 31, 2022 | 83.90% |
| July 31, 2022 | 83.90% |
| June 30, 2022 | 83.90% |
| May 31, 2022 | 83.90% |
| April 30, 2022 | 83.90% |
| March 31, 2022 | 83.90% |
| February 28, 2022 | 83.90% |
| January 31, 2022 | 83.90% |
| December 31, 2021 | 83.90% |
| November 30, 2021 | 83.90% |
| October 31, 2021 | 83.90% |
| September 30, 2021 | 83.90% |
| August 31, 2021 | 83.90% |
| July 31, 2021 | 83.90% |
| June 30, 2021 | 83.90% |
| May 31, 2021 | 83.90% |
| April 30, 2021 | 83.90% |
| March 31, 2021 | 83.90% |
| February 28, 2021 | 83.90% |
| January 31, 2021 | 83.90% |
| December 31, 2020 | 83.90% |
| November 30, 2020 | 83.90% |
| October 31, 2020 | 83.90% |
| September 30, 2020 | 83.90% |
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
30.64%
Minimum
Nov 2019
83.90%
Maximum
Mar 2020
80.35%
Average
83.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alexander's Inc | 47.56% |
| SITE Centers Corp | 86.01% |
| Medical Properties Trust Inc | 84.46% |
| National Health Investors Inc | 63.04% |
| Franklin Street Properties Corp | 83.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -61.67 |
| Beta (5Y) | 2.236 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.57% |
| Historical Sharpe Ratio (5Y) | -0.4784 |
| Historical Sortino (5Y) | -0.7347 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.85% |