Terreno Realty Corp (TRNO)
60.31
-0.36
(-0.59%)
USD |
NYSE |
Nov 05, 11:37
Terreno Realty Max Drawdown (5Y): 39.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 39.05% |
| September 30, 2024 | 39.05% |
| August 31, 2024 | 39.05% |
| July 31, 2024 | 39.05% |
| June 30, 2024 | 39.05% |
| May 31, 2024 | 39.05% |
| April 30, 2024 | 39.05% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
39.05%
Maximum
Oct 2022
33.69%
Average
30.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American Tower Corp | 45.32% |
| Crown Castle Inc | 55.47% |
| SBA Communications Corp | 50.79% |
| VICI Properties Inc | 60.21% |
| Healthpeak Properties Inc | 54.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.34 |
| Beta (5Y) | 0.9043 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.73% |
| Historical Sharpe Ratio (5Y) | 0.0479 |
| Historical Sortino (5Y) | 0.0727 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.90% |