Terreno Realty Corp (TRNO)
54.43
-0.88
(-1.59%)
USD |
NYSE |
Apr 25, 16:00
54.40
-0.03
(-0.06%)
Pre-Market: 20:00
Terreno Realty Max Drawdown (5Y): 39.05% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 39.05% |
February 29, 2024 | 39.05% |
January 31, 2024 | 39.05% |
December 31, 2023 | 39.05% |
November 30, 2023 | 39.05% |
October 31, 2023 | 39.05% |
September 30, 2023 | 39.05% |
August 31, 2023 | 39.05% |
July 31, 2023 | 39.05% |
June 30, 2023 | 39.05% |
May 31, 2023 | 39.05% |
April 30, 2023 | 39.05% |
March 31, 2023 | 39.05% |
February 28, 2023 | 39.05% |
January 31, 2023 | 39.05% |
December 31, 2022 | 39.05% |
November 30, 2022 | 39.05% |
October 31, 2022 | 39.05% |
September 30, 2022 | 37.53% |
August 31, 2022 | 35.34% |
July 31, 2022 | 35.34% |
June 30, 2022 | 35.34% |
May 31, 2022 | 30.70% |
April 30, 2022 | 30.70% |
March 31, 2022 | 30.70% |
Date | Value |
---|---|
February 28, 2022 | 30.70% |
January 31, 2022 | 30.70% |
December 31, 2021 | 30.70% |
November 30, 2021 | 30.70% |
October 31, 2021 | 30.70% |
September 30, 2021 | 30.70% |
August 31, 2021 | 30.70% |
July 31, 2021 | 30.70% |
June 30, 2021 | 30.70% |
May 31, 2021 | 30.70% |
April 30, 2021 | 30.70% |
March 31, 2021 | 30.70% |
February 28, 2021 | 30.70% |
January 31, 2021 | 30.70% |
December 31, 2020 | 30.70% |
November 30, 2020 | 30.70% |
October 31, 2020 | 30.70% |
September 30, 2020 | 30.70% |
August 31, 2020 | 30.70% |
July 31, 2020 | 30.70% |
June 30, 2020 | 30.70% |
May 31, 2020 | 30.70% |
April 30, 2020 | 30.70% |
March 31, 2020 | 30.70% |
February 29, 2020 | 18.23% |
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
18.23%
Minimum
Apr 2019
39.05%
Maximum
Oct 2022
31.26%
Average
30.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Weyerhaeuser Co | 61.68% |
Postal Realty Trust Inc | -- |
Healthpeak Properties Inc | 54.06% |
Comstock Inc | 98.91% |
Alset Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4563 |
Beta (5Y) | 0.8117 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.33% |
Historical Sharpe Ratio (5Y) | 0.385 |
Historical Sortino (5Y) | 0.5578 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.21% |