Vornado Realty Trust (VNO)
42.69
+1.27
(+3.07%)
USD |
NYSE |
Nov 22, 14:20
Vornado Realty Trust Max Drawdown (5Y): 79.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.02% |
| September 30, 2024 | 79.02% |
| August 31, 2024 | 79.02% |
| July 31, 2024 | 79.02% |
| June 30, 2024 | 79.02% |
| May 31, 2024 | 79.02% |
| April 30, 2024 | 79.02% |
| March 31, 2024 | 79.02% |
| February 29, 2024 | 79.02% |
| January 31, 2024 | 79.02% |
| December 31, 2023 | 79.02% |
| November 30, 2023 | 79.02% |
| October 31, 2023 | 79.02% |
| September 30, 2023 | 79.02% |
| August 31, 2023 | 79.02% |
| July 31, 2023 | 79.02% |
| June 30, 2023 | 79.02% |
| May 31, 2023 | 79.02% |
| April 30, 2023 | 78.04% |
| March 31, 2023 | 78.04% |
| February 28, 2023 | 66.48% |
| January 31, 2023 | 65.61% |
| December 31, 2022 | 65.61% |
| November 30, 2022 | 65.61% |
| October 31, 2022 | 65.61% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.59% |
| August 31, 2022 | 61.92% |
| July 31, 2022 | 61.92% |
| June 30, 2022 | 61.92% |
| May 31, 2022 | 61.92% |
| April 30, 2022 | 61.92% |
| March 31, 2022 | 61.92% |
| February 28, 2022 | 61.92% |
| January 31, 2022 | 61.92% |
| December 31, 2021 | 61.92% |
| November 30, 2021 | 61.92% |
| October 31, 2021 | 61.92% |
| September 30, 2021 | 61.92% |
| August 31, 2021 | 61.92% |
| July 31, 2021 | 61.92% |
| June 30, 2021 | 61.92% |
| May 31, 2021 | 61.92% |
| April 30, 2021 | 61.92% |
| March 31, 2021 | 61.92% |
| February 28, 2021 | 61.92% |
| January 31, 2021 | 61.92% |
| December 31, 2020 | 61.92% |
| November 30, 2020 | 61.92% |
| October 31, 2020 | 61.92% |
| September 30, 2020 | 61.92% |
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
28.60%
Minimum
Nov 2019
79.02%
Maximum
May 2023
65.74%
Average
61.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alexander's Inc | 47.56% |
| SL Green Realty Corp | 75.56% |
| Alexandria Real Estate Equities Inc | 56.23% |
| Franklin Street Properties Corp | 83.78% |
| Creative Media & Community Trust | 96.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.83 |
| Beta (5Y) | 1.640 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.16% |
| Historical Sharpe Ratio (5Y) | -0.1411 |
| Historical Sortino (5Y) | -0.2213 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.46% |