VICI Properties Inc (VICI)
32.37
+0.25
(+0.78%)
USD |
NYSE |
Nov 21, 16:00
32.40
+0.03
(+0.09%)
After-Hours: 17:56
VICI Properties Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| American Tower Corp | 45.32% |
| SBA Communications Corp | 50.79% |
| Crown Castle Inc | 55.47% |
| 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% |