UDR Inc (UDR)
36.29
+0.51
(+1.43%)
USD |
NYSE |
Apr 19, 10:23
UDR Max Drawdown (5Y): 44.44% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 44.44% |
| February 29, 2024 | 44.44% |
| January 31, 2024 | 44.44% |
| December 31, 2023 | 44.44% |
| November 30, 2023 | 44.44% |
| October 31, 2023 | 44.18% |
| September 30, 2023 | 41.02% |
| August 31, 2023 | 41.02% |
| July 31, 2023 | 41.02% |
| June 30, 2023 | 41.02% |
| May 31, 2023 | 41.02% |
| April 30, 2023 | 41.02% |
| March 31, 2023 | 41.02% |
| February 28, 2023 | 41.02% |
| January 31, 2023 | 41.02% |
| December 31, 2022 | 41.02% |
| November 30, 2022 | 41.02% |
| October 31, 2022 | 41.02% |
| September 30, 2022 | 41.02% |
| August 31, 2022 | 41.02% |
| July 31, 2022 | 41.02% |
| June 30, 2022 | 41.02% |
| May 31, 2022 | 41.02% |
| April 30, 2022 | 41.02% |
| March 31, 2022 | 41.02% |
| Date | Value |
|---|---|
| February 28, 2022 | 41.02% |
| January 31, 2022 | 41.02% |
| December 31, 2021 | 41.02% |
| November 30, 2021 | 41.02% |
| October 31, 2021 | 41.02% |
| September 30, 2021 | 41.02% |
| August 31, 2021 | 41.02% |
| July 31, 2021 | 41.02% |
| June 30, 2021 | 41.02% |
| May 31, 2021 | 41.02% |
| April 30, 2021 | 41.02% |
| March 31, 2021 | 41.02% |
| February 28, 2021 | 41.02% |
| January 31, 2021 | 41.02% |
| December 31, 2020 | 41.02% |
| November 30, 2020 | 41.02% |
| October 31, 2020 | 41.02% |
| September 30, 2020 | 41.02% |
| August 31, 2020 | 41.02% |
| July 31, 2020 | 41.02% |
| June 30, 2020 | 41.02% |
| May 31, 2020 | 41.02% |
| April 30, 2020 | 41.02% |
| March 31, 2020 | 41.02% |
| February 29, 2020 | 17.11% |
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
17.11%
Minimum
Apr 2019
44.44%
Maximum
Nov 2023
36.97%
Average
41.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AvalonBay Communities Inc | 46.91% |
| Camden Property Trust | 50.23% |
| Equity Residential | 45.85% |
| Mid-America Apartment Communities Inc | 45.40% |
| Essex Property Trust Inc | 44.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.92 |
| Beta (5Y) | 0.8043 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.63% |
| Historical Sharpe Ratio (5Y) | -0.0909 |
| Historical Sortino (5Y) | -0.1176 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.92% |