Terreno Realty Corp (TRNO)
67.21
+0.36
(+0.54%)
USD |
NYSE |
Mar 13, 10:22
Terreno Realty Max Drawdown (5Y): 39.05% 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
| Crown Castle Inc | 55.47% |
| Cousins Properties Inc | 54.25% |
| American Tower Corp | 45.32% |
| Weyerhaeuser Co | 61.68% |
| Healthpeak Properties Inc | 54.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.880 |
| Beta (5Y) | 0.9283 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.93% |
| Historical Sharpe Ratio (5Y) | 0.1697 |
| Historical Sortino (5Y) | 0.2819 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.98% |