Vornado Realty Trust (VNO)
26.40
-0.39
(-1.46%)
USD |
NYSE |
Apr 25, 16:00
26.60
+0.20
(+0.76%)
Pre-Market: 20:00
Vornado Realty Trust Max Drawdown (5Y): 79.02% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 61.92% |
| July 31, 2020 | 61.92% |
| June 30, 2020 | 61.92% |
| May 31, 2020 | 61.92% |
| April 30, 2020 | 61.92% |
| March 31, 2020 | 61.92% |
| February 29, 2020 | 31.21% |
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
28.60%
Minimum
Apr 2019
79.02%
Maximum
May 2023
59.86%
Average
61.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| SL Green Realty Corp | 75.56% |
| Brandywine Realty Trust | 73.09% |
| Boston Properties Inc | 63.62% |
| Medical Properties Trust Inc | 84.46% |
| Hudson Pacific Properties Inc | 87.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.62 |
| Beta (5Y) | 1.570 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.14% |
| Historical Sharpe Ratio (5Y) | -0.291 |
| Historical Sortino (5Y) | -0.4369 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.46% |