Urban Edge Properties (UE)
23.00
-0.07
(-0.30%)
USD |
NYSE |
Nov 14, 16:00
23.00
0.00 (0.00%)
After-Hours: 20:00
Urban Edge Properties Max Drawdown (5Y): 71.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.84% |
| September 30, 2024 | 71.84% |
| August 31, 2024 | 71.84% |
| July 31, 2024 | 71.84% |
| June 30, 2024 | 71.84% |
| May 31, 2024 | 71.84% |
| April 30, 2024 | 71.84% |
| March 31, 2024 | 71.84% |
| February 29, 2024 | 71.84% |
| January 31, 2024 | 71.84% |
| December 31, 2023 | 71.84% |
| November 30, 2023 | 71.84% |
| October 31, 2023 | 71.84% |
| September 30, 2023 | 71.84% |
| August 31, 2023 | 71.84% |
| July 31, 2023 | 71.84% |
| June 30, 2023 | 71.84% |
| May 31, 2023 | 71.84% |
| April 30, 2023 | 71.84% |
| March 31, 2023 | 71.84% |
| February 28, 2023 | 71.84% |
| January 31, 2023 | 71.84% |
| December 31, 2022 | 71.84% |
| November 30, 2022 | 71.84% |
| October 31, 2022 | 71.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.84% |
| August 31, 2022 | 71.84% |
| July 31, 2022 | 71.84% |
| June 30, 2022 | 71.84% |
| May 31, 2022 | 71.84% |
| April 30, 2022 | 71.84% |
| March 31, 2022 | 71.84% |
| February 28, 2022 | 71.84% |
| January 31, 2022 | 71.84% |
| December 31, 2021 | 71.84% |
| November 30, 2021 | 71.84% |
| October 31, 2021 | 71.84% |
| September 30, 2021 | 71.84% |
| August 31, 2021 | 71.84% |
| July 31, 2021 | 71.84% |
| June 30, 2021 | 71.84% |
| May 31, 2021 | 71.84% |
| April 30, 2021 | 71.84% |
| March 31, 2021 | 71.84% |
| February 28, 2021 | 71.84% |
| January 31, 2021 | 71.84% |
| December 31, 2020 | 71.84% |
| November 30, 2020 | 71.84% |
| October 31, 2020 | 71.84% |
| September 30, 2020 | 71.84% |
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
40.38%
Minimum
Nov 2019
71.84%
Maximum
Mar 2020
69.74%
Average
71.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Centerspace | 53.42% |
| Realty Income Corp | 48.28% |
| Essential Properties Realty Trust Inc | 73.67% |
| Broadstone Net Lease Inc | -- |
| Strawberry Fields REIT Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.06 |
| Beta (5Y) | 1.543 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.17% |
| Historical Sharpe Ratio (5Y) | 0.073 |
| Historical Sortino (5Y) | 0.087 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.95% |