Unibail-Rodamco-Westfield (UNBLF)

75.13 -1.88 (-2.45%) USD  |  OTCM  |  Dec 16, 14:35
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Unibail-Rodamco-Westfield Max Drawdown (5Y): 83.95% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Klepierre 87.01%
Nexity SA --
Gecina Nom 60.28%
Altarea SCA 52.44%
Argan --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -37.49
Beta (5Y) 1.855
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 56.54%
Historical Sharpe Ratio (5Y) -0.225
Historical Sortino (5Y) -0.3856
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.95%