Universal Health Realty Income Trust (UHT)
39.20
-1.22
(-3.02%)
USD |
NYSE |
Mar 25, 16:00
38.93
-0.27
(-0.69%)
Pre-Market: 07:28
Universal Health Realty Income Trust Max Drawdown (5Y): 69.01% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| LXP Industrial Trust | 47.19% |
| Ventas Inc | 76.93% |
| W.P. Carey Inc | 52.45% |
| Whitestone REIT | 63.61% |
| Community Healthcare Trust Inc | 63.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.89 |
| Beta (5Y) | 0.8368 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.05% |
| Historical Sharpe Ratio (5Y) | -0.5478 |
| Historical Sortino (5Y) | -0.8423 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.33% |