W.P. Carey Inc (WPC)
61.49
-0.11
(-0.18%)
USD |
NYSE |
Mar 21, 16:00
61.49
0.00 (0.00%)
After-Hours: 20:00
W.P. Carey Max Drawdown (5Y): 52.45% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| LXP Industrial Trust | 47.19% |
| Ventas Inc | 76.93% |
| Stag Industrial Inc | 45.07% |
| Rexford Industrial Realty Inc | 52.12% |
| Medical Properties Trust Inc | 84.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.55 |
| Beta (5Y) | 0.9535 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.80% |
| Historical Sharpe Ratio (5Y) | 0.0041 |
| Historical Sortino (5Y) | 0.0065 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.78% |