UDR Inc (UDR)
45.09
+0.28
(+0.62%)
USD |
NYSE |
Nov 22, 16:00
45.10
+0.02
(+0.03%)
Pre-Market: 20:00
UDR Max Drawdown (5Y): 44.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 44.44% |
September 30, 2024 | 44.44% |
August 31, 2024 | 44.44% |
July 31, 2024 | 44.44% |
June 30, 2024 | 44.44% |
May 31, 2024 | 44.44% |
April 30, 2024 | 44.44% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
44.44%
Maximum
Nov 2023
40.16%
Average
41.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AvalonBay Communities Inc | 46.91% |
Essex Property Trust Inc | 44.85% |
Equity Residential | 45.85% |
Mid-America Apartment Communities Inc | 45.40% |
Camden Property Trust | 50.23% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.23 |
Beta (5Y) | 0.8546 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.02% |
Historical Sharpe Ratio (5Y) | -0.0814 |
Historical Sortino (5Y) | -0.1059 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.92% |