VICI Properties Inc (VICI)
31.56
-0.12
(-0.39%)
USD |
NYSE |
Nov 05, 11:33
VICI Properties Max Drawdown (5Y): 60.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.21% |
| September 30, 2024 | 60.21% |
| August 31, 2024 | 60.21% |
| July 31, 2024 | 60.21% |
| June 30, 2024 | 60.21% |
| May 31, 2024 | 60.21% |
| April 30, 2024 | 60.21% |
| March 31, 2024 | 60.21% |
| February 29, 2024 | 60.21% |
| January 31, 2024 | 60.21% |
| December 31, 2023 | 60.21% |
| November 30, 2023 | 60.21% |
| October 31, 2023 | 60.21% |
| September 30, 2023 | 60.21% |
| August 31, 2023 | 60.21% |
| July 31, 2023 | 60.21% |
| June 30, 2023 | 60.21% |
| May 31, 2023 | 60.21% |
| April 30, 2023 | 60.21% |
| March 31, 2023 | 60.21% |
| February 28, 2023 | 60.21% |
| January 31, 2023 | 60.21% |
| December 31, 2022 | 60.21% |
| November 30, 2022 | 60.21% |
| October 31, 2022 | 60.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.21% |
| August 31, 2022 | 60.21% |
| July 31, 2022 | 60.21% |
| June 30, 2022 | 60.21% |
| May 31, 2022 | 60.21% |
| April 30, 2022 | 60.21% |
| March 31, 2022 | 60.21% |
| February 28, 2022 | 60.21% |
| January 31, 2022 | 60.21% |
| December 31, 2021 | 60.21% |
| November 30, 2021 | 60.21% |
| October 31, 2021 | 60.21% |
| September 30, 2021 | 60.21% |
| August 31, 2021 | 60.21% |
| July 31, 2021 | 60.21% |
| June 30, 2021 | 60.21% |
| May 31, 2021 | 60.21% |
| April 30, 2021 | 60.21% |
| March 31, 2021 | 60.21% |
| February 28, 2021 | 60.21% |
| January 31, 2021 | 60.21% |
| December 31, 2020 | 60.21% |
| November 30, 2020 | 60.21% |
| October 31, 2020 | 60.21% |
| September 30, 2020 | 60.21% |
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
21.68%
Minimum
Nov 2019
60.21%
Maximum
Mar 2020
57.64%
Average
60.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American Tower Corp | 45.32% |
| Crown Castle Inc | 55.47% |
| SBA Communications Corp | 50.79% |
| Weyerhaeuser Co | 61.68% |
| Healthpeak Properties Inc | 54.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.630 |
| Beta (5Y) | 0.9405 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.35% |
| Historical Sharpe Ratio (5Y) | 0.294 |
| Historical Sortino (5Y) | 0.3267 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.98% |